A nonlinear structural model for volatility clustering
Andrea Gaunersdorfer and Cars Hommes
| Year of publication: |
2006
|
|---|---|
| Authors: | Gaunersdorfer, Andrea ; Hommes, Cars H. |
| Published in: |
Long memory in economics : with 50 tables. - Berlin [u.a.] : Springer, ISBN 3-540-22694-X. - 2006, p. 265-288
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | Agentenbasierte Modellierung | Agent-based modeling | Wertpapierhandel | Securities trading | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003375647