Information contagion within small worlds and changes in kurtosis and volatility in financial prices
Year of publication: |
2012
|
---|---|
Authors: | Bowden, Mark P. |
Published in: |
Journal of Macroeconomics. - Elsevier, ISSN 0164-0704. - Vol. 34.2012, 2, p. 553-566
|
Publisher: |
Elsevier |
Subject: | Agent based financial markets | Network economics | Information contagion | Volatility | Kurtosis |
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