✦ LIBER ✦

VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS

✍ Scribed by LUX, THOMAS; MARCHESI, MICHELE

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Journal of economic behavior and organiz

✍ Thomas Lux; Michele Marchesi 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 36 KB

Multiscale behaviour of volatility autoc

✍ Michele Pasquini; Maurizio Serva 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 146 KB

A microsimulation of traders activity in

✍ Giulia Iori 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 168 KB

Financial price fluctuations in a stock

✍ Ulrich Horst 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 166 KB

Excess Volatility in the Financial Marke

✍ Marjorie A. Flavin 📂 Article 📅 1983 🏛 University of Chicago Press 🌐 English ⚖ 622 KB

Interaction of agents in financial marke

✍ Aki-hiro Sato 📂 Article 📅 2008 🏛 Springer Japan 🌐 English ⚖ 294 KB