Fat tails and volatility clustering in experimental asset markets

Journal of Economic Dynamics and Control

Volumn 31, Issue 6, 2007, Pages 1844-1874

  Kirchler, Michael ^a   Huber, Jürgen ^a,b  

^a INNSBRUCK UNIVERSITY SCHOOL OF MANAGEMENT   (Austria)

^b YALE SCHOOL OF MANAGEMENT   (United States)

Author keywords

Asymmetric information; Experimental economics; Fat tails; Stylized facts; Volatility clustering

Indexed keywords

EID: 34247608786     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2007.01.009     Document Type: Article

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