Herding behaviour and volatility clustering in financial markets
N Schmitt, F Westerhoff - Quantitative Finance, 2017 - Taylor & Francis
We propose a financial market model in which speculators follow a linear mix of technical
and fundamental trading rules to determine their orders. Volatility clustering arises in our …
and fundamental trading rules to determine their orders. Volatility clustering arises in our …
Herding behavior and volatility clustering in financial markets
N Schmitt, F Westerhoff - 2016 - econstor.eu
We propose a simple agent-based financial market model in which speculators follow a
linear mix of technical and fundamental trading rules to determine their orders. Volatility …
linear mix of technical and fundamental trading rules to determine their orders. Volatility …
[引用][C] Herding behaviour and volatility clustering in financial markets
N Schmitt, FH Westerhoff - Quantitative Finance, 2017 - fis.uni-bamberg.de
Herding behaviour and volatility clustering in financial markets
N Schmitt, F Westerhoff - Quantitative Finance, 2017 - econpapers.repec.org
We propose a financial market model in which speculators follow a linear mix of technical
and fundamental trading rules to determine their orders. Volatility clustering arises in our …
and fundamental trading rules to determine their orders. Volatility clustering arises in our …
Herding behaviour and volatility clustering in financial markets
N Schmitt, F Westerhoff - Quantitative Finance, 2017 - ingentaconnect.com
We propose a financial market model in which speculators follow a linear mix of technical
and fundamental trading rules to determine their orders. Volatility clustering arises in our …
and fundamental trading rules to determine their orders. Volatility clustering arises in our …
[PDF][PDF] Herding behavior and volatility clustering in financial markets
N Schmitt, F Westerhoff - 2016 - uni-bamberg.de
We propose a simple agent-based financial market model in which speculators follow a
linear mix of technical and fundamental trading rules to determine their orders. Volatility …
linear mix of technical and fundamental trading rules to determine their orders. Volatility …
Herding behavior and volatility clustering in financial markets
N Schmitt, F Westerhoff - 2016 - ideas.repec.org
We propose a simple agent-based financial market model in which speculators follow a
linear mix of technical and fundamental trading rules to determine their orders. Volatility …
linear mix of technical and fundamental trading rules to determine their orders. Volatility …
Herding behaviour and volatility clustering in financial markets
N Schmitt, F Westerhoff - Quantitative Finance, 2017 - ideas.repec.org
We propose a financial market model in which speculators follow a linear mix of technical
and fundamental trading rules to determine their orders. Volatility clustering arises in our …
and fundamental trading rules to determine their orders. Volatility clustering arises in our …
Herding behavior and volatility clustering in financial markets
N Schmitt, F Westerhoff - 2016 - econpapers.repec.org
We propose a simple agent-based financial market model in which speculators follow a
linear mix of technical and fundamental trading rules to determine their orders. Volatility …
linear mix of technical and fundamental trading rules to determine their orders. Volatility …
[引用][C] Herding behavior and volatility clustering in financial markets
FH Westerhoff, N Schmitt - 2016 - fis.uni-bamberg.de