Volatility cluster and herding
Year of publication: |
2003
|
---|---|
Authors: | Wagner, Friedrich |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 322.2003, C, p. 607-619
|
Publisher: |
Elsevier |
Subject: | Econophysics | Volatility | Stock market | Herding |
-
Predictability and herding of bourse volatility : an econophysics analogue
Ghosh, Bikramaditya, (2018)
-
Ghosh, Bikramaditya, (2019)
-
Econophysical bourse volatility : global evidence
Ghosh, Bikramaditya, (2020)
- More ...
-
Alfarano, Simone, (2005)
-
Alfarano, Simone, (2006)
-
Multivariate GARCH for a large number of stocks
Raddant, Matthias, (2016)
- More ...