Volatility clustering in financial markets: Empirical facts and agent-based models

Long Memory in Economics

Volumn , Issue , 2007, Pages 289-309

  Cont, Rama ^a  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

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[No Author keywords available]

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EID: 84892292466     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-540-34625-8_10     Document Type: Chapter

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