MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING
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Publication:3523515
DOI10.1142/S0219024999000066zbMath1153.91443OpenAlexW2020952268MaRDI QIDQ3523515
Américo T. Bernardes, P. M. C. de Oliveira, Dietrich Stauffer
Publication date: 3 September 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024999000066
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