Volatility Clustering and Scaling for Financial Time Series due to Attractor Bubbling
Krawiecki, A., Hołyst, J. A., Helbing, D.Volume:
89
Langue:
english
Journal:
Physical Review Letters
DOI:
10.1103/PhysRevLett.89.158701
Date:
September, 2002
Fichier:
PDF, 310 KB
english, 2002