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
Share this item with others: These icons link to social bookmarking sites where readers can share and discover new web pages.
Page Help Click here for Page Help
Shopping cart
Tools
Sign in






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