A nonlinear structural model for volatility clustering

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Bibliographische Detailangaben
Veröffentlicht in:	Long memory in economics
1. Verfasser:	Gaunersdorfer, Andrea (VerfasserIn)
Weitere Verfasser:	Hommes, Cars H. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2006
Schlagworte:	Börsenkurs > Volatilität > Finanzmarkt > Marktmikrostruktur > Agentenbasierte Modellierung > Wertpapierhandel > Nichtlineare Regression > Zeitreihenanalyse > Theorie > Aufsatz im Buch
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