Volatility clustering in financial markets : a micro-simulation of interactive agents
by Thomas Lux
| Year of publication: |
1997
|
|---|---|
| Authors: | Lux, Thomas |
| Publisher: |
Bamberg : Sozial- und Wirtschaftswiss. Fak. der Univ. |
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Spekulation | Speculation | Marktmikrostruktur | Market microstructure | Simulation | Theorie | Theory | Kapitalmarkt | Kursänderung | Mathematisches Modell |
| Extent: | 28 S |
|---|---|
| Series: | Volkswirtschaftliche Diskussionsbeiträge. - Bamberg, ZDB-ID 743336-0. - Vol. 81 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 25 |
| ISBN: | 3-931052-02-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013399182