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Heterogeneous Round-Trip Trading and the Emergence of Volatility Clustering in Speculation Game
Journal of Systems Science and Complexity
◽
10.1007/s11424-021-0147-8
◽
2021
◽
Author(s):
Kei Katahira
◽
Yu Chen
Keyword(s):
Round Trip
◽
Volatility Clustering
Download Full-text
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More than You Ever Wanted to Know About the VIX: Bringing Together Serial Correlation and Volatility Clustering
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Author(s):
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◽
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