Volatility cluster and herding

Physica A: Statistical Mechanics and its Applications

Volumn 322, Issue , 2003, Pages 607-619

  Wagner, Friedrich ^a  

^a UNIVERSITY OF KIEL   (Germany)

Author keywords

Econophysics; Herding; Stock market; Volatility

Indexed keywords

COMMERCE; FINANCE; MATHEMATICAL MODELS;

STOCK MARKETS;

INDUSTRIAL ECONOMICS;

EID: 0037405051     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01810-1     Document Type: Article

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