Volatility clustering : a nonlinear theoretical approach

Xue-Zhong He, Kai Li and Chuncheng Wang

Year of publication:	[2015]
Authors:	He, Xue-zhong ; Li, Kai ; Wang, Chuncheng
Publisher:	Sydney : Quantitative Finance Research Centre, University of Technology Sydney
Subject:	volatility clustering \| fundamentalists and trend followers \| bounded rationality \| stability \| coexisting attractors \| Volatilität \| Volatility \| Begrenzte Rationalität \| Bounded rationality \| Theorie \| Theory \| ARCH-Modell \| ARCH model \| Regionales Cluster \| Regional cluster \| Clusteranalyse \| Cluster analysis \| Zeitreihenanalyse \| Time series analysis

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