Pages that link to "Item:Q4555131"
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The following pages link to Herding behaviour and volatility clustering in financial markets (Q4555131):
Displaying 8 items.
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING (Q3523515) (← links)
- Modeling of Herding and Wealth Distribution in Large Markets (Q4626489) (← links)
- Unveiling the relation between herding and liquidity with trader lead-lag networks (Q4957237) (← links)
- Herd behavior, bubbles and social interactions in financial markets (Q5404068) (← links)
- The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach (Q6148811) (← links)
- Macro-financial dynamics: theories, empirical methods, and time scales (Q6609970) (← links)