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MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING
4 references·1 citing·15 second hop
MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING (1999)MONTE CARLO SIMULATION OF VOLATILITY CLUS…Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales (1998)Stretched exponential distrib…Indication of a Universal Persistence Law Governing Atmospheric Variability (1998)Indication of a Universal Per…At Home in the Universe (1994)At Home in the UniverseThéorie de la spéculation (1900)Théorie de la spéculationPERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS (2001)PERCOLATION MODELS OF FINANCI…Public Regulation of the Securities Markets (1964)Scaling of the distribution of fluctuations of financial market indices (1999)HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (2000)The Art of Continuous Change: Linking Complexity Theory and Time-Paced Evolution in Relentlessly Shifting Organizations (1997)Toward a General Modular Systems Theory and Its Application to Interfirm Product Modularity (2000)Supply networks and complex adaptive systems: control versus emergence (2001)Estimating long range dependence: finite sample properties and confidence intervals (2001)Stochastic Models That Separate Fractal Dimension and the Hurst Effect (2004)Long‐term persistence and multifractality of precipitation and river runoff records (2006)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)CRASHES AS CRITICAL POINTS (2000)Burstiness and memory in complex systems (2008)Physical approach to complex systems (2012)
this work references cited by second hop

References

  • 1900Théorie de la spéculation2,605 cited
  • 1994At Home in the Universe1,211 cited
  • 1998Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales836 cited
  • 1998Indication of a Universal Persistence Law Governing Atmospheric Variability659 cited

Cited by

  • 2001PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS60 cited

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