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 - Time series models - Document - PDFSEARCH.IO

First Page	Meta Content
	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 Add to Reading List Document Date: 2010-06-16 05:05:12 Open Document File Size: 380,46 KB Share Result on Facebook City Palaiseau / / Company BMW / SLM / Let us / / Country France / / / Event Product Issues / Product Recall / / IndustryTerm ecological systems / power-law decay / genetic algorithm / / Organization Models Rama Cont Centre / Ecole Polytechnique / CNRS Summer School on Complex Systems / / Person Rama Cont / Gilles Teyssi`ere / Alan Kirman / / Position author / rt / / Product F-91128 Palaiseau / various methods / / PublishedMedium Complex Systems / / Technology genetic algorithm / simulation / / SocialTag Financial economics Mathematical sciences Technical analysis Options Fractals Volatility clustering Stochastic volatility Volatility Hurst exponent Statistics

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 iAdd to Reading List