A new space-time model for volatility clustering in the financial market
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- Taisei Kaizoji, 2000. "Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity," Papers cond-mat/0010263, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ETS-2010-02-20 (Econometric Time Series)
- NEP-RMG-2010-02-20 (Risk Management)
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