A nonlinear structural model for volatility clustering
Year of publication: |
2006
|
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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 |
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