A mathematical model for volatility flocking with a regime switching mechanism in a stock market

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Publication:5255197

DOI10.1142/S0218202515500335zbMath1321.91097OpenAlexW2136447614MaRDI QIDQ5255197

Hyeong-Ohk Bae, Jane Yoo, Hyuncheul Lim, Yongsik Kim, Seung-Yeal Ha, Sang-hyeok Lee

Publication date: 12 June 2015

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218202515500335




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