Volatility clustering in financial markets : a micro-simulation of interacting agents

by Thomas Lux, Michele Marchesi

Year of publication:	1998
Authors:	Lux, Thomas ; Marchesi, Michele
Publisher:	Bonn : Univ., Sonderforschungsbereich 303
Subject:	Finanzmarkt \| Financial market \| Volatilität \| Volatility \| Spekulation \| Speculation \| Marktmikrostruktur \| Market microstructure \| Simulation \| Theorie \| Theory
Description of contents:	Table of Contents [gbv.de]

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