Volatility clustering in financial markets : a microsimulation of interacting agents

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

Files in this item

Files	Size	Format	View
There are no files associated with this item.