![Financial economics / Mathematical sciences / Technical analysis / Options / Fractals / Volatility clustering / Stochastic volatility / Volatility / Hurst exponent / Statistics / Mathematical finance / Time series analysis Financial economics / Mathematical sciences / Technical analysis / Options / Fractals / Volatility clustering / Stochastic volatility / Volatility / Hurst exponent / Statistics / Mathematical finance / Time series analysis](https://www.pdfsearch.io/img/7c28fbccb78c9afec475da9cf824fa87.jpg) Date: 2010-06-16 05:05:12Financial economics Mathematical sciences Technical analysis Options Fractals Volatility clustering Stochastic volatility Volatility Hurst exponent Statistics Mathematical finance Time series analysis | | Volatility Clustering in Financial Markets: Empirical Facts and Agent–Based Models Rama Cont Centre de Math´ematiques appliqu´ees, Ecole Polytechnique F[removed]Palaiseau, France [removed] To appear i
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