Clustered volatility in multiagent dynamics

Journal of Economic Behavior and Organization

Volumn 32, Issue 1, 1997, Pages 101-118

  Youssefmir, Michael ^a   Huberman, Bernardo A ^a  

^a PALO ALTO RESEARCH CENTER   (United States)

Author keywords

Clustered volatility; Dynamic economic models; Fluctuations

Indexed keywords

EID: 0030637264     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-2681(96)00021-2     Document Type: Article

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