مرکز منطقه ای اطلاع رساني علوم و فناوري - Fat tails and volatility clustering in experimental asset markets

Title of article :

Fat tails and volatility clustering in experimental asset markets

Author/Authors :

Michael Kirchler، نويسنده , , Jürgen Huber، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1844

To page :

1874

Keywords :

Asymmetric information , Experimental economics , Fat tails , Volatility clustering , Stylized facts

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2007

Journal title :

Journal of Economic Dynamics and Control

Record number :

239057

Link To Document :