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Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10004551718
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Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10004551397
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Stock market cycles : a practical explanation
Bolten, Steven E. - 2000
Persistent link: https://www.econbiz.de/10004595462
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Information, volatility and the cost of capital
De Launois, Tanguy - 2009
Persistent link: https://www.econbiz.de/10004959341