Volatility clustering in agent based market models

Authors: Giardina I.; Bouchaud J.-P.

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

Publisher: Elsevier

Keywords: Volatility clustering; Agent based models; Minority game

Language: English

Document Type: Research article

DOI: http://dx.doi.org/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

Publication date: 2003-06-01

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• In this Subject: Physics (General)
• By this author: Giardina I. ;  Bouchaud J.-P.

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