Volatility clustering in agent based market models

Authors: Giardina I.; Bouchaud J.-P.1

Source: Physica A, Volume 324, Number 1, 1 June 2003 , pp. 6-16(11)

Publisher: Elsevier

Key:
Free Content - Free Content
New Content - New Content
Subscribed Content - Subscribed Content
Free Trial Content - Free Trial Content

Keywords: Volatility clustering; Agent based models; Minority game

Language: English

Document Type: Research article

DOI: 10.1016/S0378-4371(02)01901-5

Affiliations: 1: Service de Physique de l'Etat Condense, Centre d'etudes de Saclay, Orme des Merisiers, 91191 Cedex, Gif-sur-Yvette, France

This article is hosted on another website.

You may be required to register, activate a subscription or purchase the article before you can obtain the full text.

Proceed

Back to top

Key:
Free Content - Free Content
New Content - New Content
Subscribed Content - Subscribed Content
Free Trial Content - Free Trial Content
Page Help Click here for Page Help
Shopping cart
Tools
Sign in






Need to register?
Sign up here
Text size: A | A | A | A