Bifurcation Routes to Volatility Clustering

A. Gaunersdorfer (), Cars Hommes and Florian Wagener
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A. Gaunersdorfer: University of Vienna

No 00-04, CeNDEF Working Papers from Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Date: 2000
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Working Paper: Bifurcation Routes to Volatility Clustering (2001)
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