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Equilibrium analysis of volatility clustering

  • Vanden, Joel M.
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    File URL: http://www.sciencedirect.com/science/article/pii/S0927-5398(04)00087-8
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    Article provided by Elsevier in its journal Journal of Empirical Finance.

    Volume (Year): 12 (2005)
    Issue (Month): 3 (June)
    Pages: 374-417

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    Handle: RePEc:eee:empfin:v:12:y:2005:i:3:p:374-417
    Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin

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