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induced volatility clustering
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stochastic volatility
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volatility clustering
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Granger, Clive W.J.
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Machina, Mark J
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Department of Economics, University of California-San Diego (UCSD)
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Structurally-
Induced
Volatility
Clustering
Machina, Mark J
;
Granger, Clive W.J.
-
Department of Economics, University of California-San …
-
2002
examples of this phenomenon, and examines the nature of such
induced
volatility
clustering
. …
Persistent link: https://www.econbiz.de/10010536389
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