Volatility clustering in financial markets : a microsimulation of interacting agents

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/2507

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DC Field	Value	Language
dc.creator	Lux, Thomas	-
dc.creator	Marchesi, Michele	-
dc.date	2000	-
dc.date.accessioned	2013-10-16T06:01:53Z	-
dc.date.available	2013-10-16T06:01:53Z	-
dc.date.issued	2013-10-16	-
dc.identifier	International journal of theoretical and applied finance 0219-0249 3 2000 4 675-702	-
dc.identifier	http://hdl.handle.net/10419/2507	-
dc.identifier	ppn:322140846	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/10419/2507	-
dc.language	eng	-
dc.rights	http://www.econstor.eu/dspace/Nutzungsbedingungen	-
dc.subject	ddc:330	-
dc.subject	Finanzmarkt	-
dc.subject	Volatilität	-
dc.subject	Spekulation	-
dc.subject	Mikrostrukturanalyse	-
dc.subject	Simulation	-
dc.subject	Theorie	-
dc.title	Volatility clustering in financial markets : a microsimulation of interacting agents	-
dc.type	doc-type:article	-
Appears in Collections:	EconStor

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