Volatility cluster and herding
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Publication:1867949
DOI10.1016/S0378-4371(02)01810-1zbMath1017.91027arXivcond-mat/0207280MaRDI QIDQ1867949
Publication date: 23 April 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0207280
91B26: Auctions, bargaining, bidding and selling, and other market models
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