Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models

2006 ◽  
pp. 289-309 ◽  
Author(s):  
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Financial Markets ◽  
Agent Based Models ◽  
Volatility Clustering ◽  
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scholarly journals Linking agent-based models and stochastic models of financial markets

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Vol 109 (22) ◽  
pp. 8388-8393 ◽  
Author(s):  
L. Feng ◽  
B. Li ◽  
B. Podobnik ◽  
T. Preis ◽  
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scholarly journals Agent-based models of financial markets

2007 ◽  
Vol 70 (3) ◽  
pp. 409-450 ◽  
Author(s):  
E Samanidou ◽  
E Zschischang ◽  
D Stauffer ◽  
T Lux
Keyword(s):  
Financial Markets ◽  
Agent Based Models ◽  
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