WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET (Q3421876)
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scientific article; zbMATH DE number 5123488
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET |
scientific article; zbMATH DE number 5123488 |
Statements
WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET (English)
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8 February 2007
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asset pricing
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learning
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evolution
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volatility clustering
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0.7095297574996948
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0.7029259204864502
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0.7019964456558228
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0.7007765173912048
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0.6918595433235168
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