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Fat tails and volatility clustering in experimental asset markets

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  • Kirchler, Michael
  • Huber, Jurgen

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  • Kirchler, Michael & Huber, Jurgen, 2007. "Fat tails and volatility clustering in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1844-1874, June.
    • Handle: RePEc:eee:dyncon:v:31:y:2007:i:6:p:1844-1874
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    9. Andrea Gaunersdorfer & Cars Hommes, 2007. "A Nonlinear Structural Model for Volatility Clustering," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 265-288, Springer.
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