WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET
Year of publication: |
2006
|
---|---|
Authors: | YAMAMOTO, RYUICHI |
Published in: |
New Mathematics and Natural Computation (NMNC). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-7027. - Vol. 02.2006, 03, p. 261-270
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Asset pricing | learning | evolution | volatility clustering |
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