Volatility clustering in agent based market model
Irene Giardina and Jean-Philippe Bouchaud
| Year of publication: |
2004
|
|---|---|
| Authors: | Giardina, Irene ; Bouchaud, Jean-Philippe |
| Published in: |
The complex dynamics of economic interaction : essays in economics and econophysics. - Berlin : Springer, ISBN 3-540-40497-X. - 2004, p. 171-196
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory | Prognosemarkt | Prediction market | Agentenbasierte Modellierung | Agent-based modeling |
| 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://ebvufind01.dmz1.zbw.eu/10002415043