Andrea Gaunersdorfer

University of Vienna, Deparment of Finance

Associate Professor

Oskar-Morgenstern-Platz 1

Vienna, 1090

Austria

http://homepage.univie.ac.at/andrea.gaunersdorfer

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A Nonlinear Structural Model for Volatility Clustering

EFA 0623; SFB Working Paper 63; Univ. of Vienna & Vienna Univ. of Economics & Business Admin. & CeNDEF Working Paper; Univ. of Amsterdam
Number of pages: 21 Posted: 23 Oct 2000
Andrea Gaunersdorfer and Cars H. Hommes
University of Vienna, Deparment of Finance and University of Amsterdam - Amsterdam School of Economics (ASE)
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Citation 34

Abstract:

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