Volatility clustering : a nonlinear theoretical approach
Year of publication: |
October 2016
|
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Authors: | He, Xue-zhong ; Li, Kai ; Wang, Chuncheng |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 130.2016, p. 274-297
|
Subject: | Volatility clustering | Fundamentalists and trend followers | Bounded rationality | Stability | Coexisting attractors | Theorie | Theory | Volatilität | Volatility | Begrenzte Rationalität | Regionales Cluster | Regional cluster | ARCH-Modell | ARCH model |
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