Volatility Clustering in Financial Markets : Empirical Facts and Agent-Based Models
Year of publication: |
2009
|
---|---|
Authors: | Cont, Rama |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Finanzmarkt | Financial market | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2005 erstellt |
Other identifiers: | 10.2139/ssrn.1411462 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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