Heterogeneous volatility cascade in financial markets
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Publication:5942417
DOI10.1016/S0378-4371(01)00249-7zbMath0971.91022arXivcond-mat/0105162MaRDI QIDQ5942417
Publication date: 29 August 2001
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0105162
91B26: Auctions, bargaining, bidding and selling, and other market models
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