Volatility clustering : a nonlinear theoretical approach
Xue-Zhong He, Kai Li, Chuncheng Wang
| 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
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| Subject: | Volatility clustering | Fundamentalists and trend followers | Bounded rationality | Stability | Coexisting attractors | Volatilität | Volatility | Begrenzte Rationalität | Theorie | Theory | ARCH-Modell | ARCH model | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2016.07.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011701919