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MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING - MaRDI portal

MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING (Q3523515)

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MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING
scientific article

    Statements

    title
    MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING (English)
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    author
    P. M. C. de Oliveira
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    Dietrich Stauffer
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    publication date
    3 September 2008
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    Identifiers

    zbMATH DE Number
    5320083
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    OpenAlex ID
    W2020952268
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