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~person:"Hudson, Robert"
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Hudson, Robert
Pérez, Javier J.
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Physica A: Statistical Mechanics and its Applications
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Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of
stylised
facts
of financial returns
Manahov, Viktor
;
Hudson, Robert
- In:
Physica A: Statistical Mechanics and its Applications
392
(
2013
)
19
,
pp. 4351-4372
analyse the behavioural foundations of
stylised
facts
such as leptokurtosis, non-IIDness, and volatility clustering. We found …
Persistent link: https://www.econbiz.de/10011060929
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