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interacting agents
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on-off intermittency
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volatility clustering
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Discussion Paper Serie B
Physica A: Statistical Mechanics and its Applications
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Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents
Lux, T.
;
Marchesi, M.
-
University of Bonn, Germany
be understood as an example of a new type of dynamic behaviour denoted on-off
intermittency
in physics literature …
Persistent link: https://www.econbiz.de/10004968303
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