Volatility Clustering In Financial Markets A Microsimulation Of Interacting Agents
Work
Year: 2000
Type: article
Authors Thomas Lux, Michele Marchesi
Institutions Kiel University, University of Cagliari
Cites: 44
Cited by: 706
Related to: 10
FWCI: 24.68
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed