Volatility clustering in financial markets : a microsimulation of interacting agents

Thomas Lux; Michele Marchesi

Year of publication:	2000
Authors:	Lux, Thomas ; Marchesi, Michele
Published in:	International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 3.2000, 4, p. 675-702
Subject:	Finanzmarkt \| Financial market \| Volatilität \| Volatility \| Spekulation \| Speculation \| Marktmikrostruktur \| Market microstructure \| Simulation \| Theorie \| Theory

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