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Volatility clustering in agent based market models - MaRDI portal

Volatility clustering in agent based market models (Q1873924)

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Volatility clustering in agent based market models
scientific article

    Statements

    title
    Volatility clustering in agent based market models (English)
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    author
    Irene Giardina
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    Jean-Philippe Bouchaud
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    published in
    Physica A
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    publication date
    21 May 2003
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    zbMATH Keywords
    relative profitability
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    price
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    excess demand
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    Identifiers

    zbMATH DE Number
    1914377
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    Wikidata QID
    Q61033391
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    arXiv ID
    cond-mat/0206222
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    OpenAlex ID
    W1970045550
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