Statistical Verification of the Multiagent Model of Volatility Clustering on Financial Markets. Olczak, T., Kaminski, B., & Szufel, P. In Jager, W., Verbrugge, R., Flache, A., de Roo, G., Hoogduin, L., & Hemelrijk, C. K., editors, ESSA, volume 528, of Advances in Intelligent Systems and Computing, pages 329-333, 2015. Springer.
Statistical Verification of the Multiagent Model of Volatility Clustering on Financial Markets. [link]Link  Statistical Verification of the Multiagent Model of Volatility Clustering on Financial Markets. [link]Paper  bibtex   
@inproceedings{conf/essa/OlczakKS15,
  added-at = {2017-03-17T00:00:00.000+0100},
  author = {Olczak, Tomasz and Kaminski, Bogumil and Szufel, Przemyslaw},
  biburl = {http://www.bibsonomy.org/bibtex/244da866517952253fcc5411e3f11a6d9/dblp},
  booktitle = {ESSA},
  crossref = {conf/essa/2015},
  editor = {Jager, Wander and Verbrugge, Rineke and Flache, Andreas and de Roo, Gert and Hoogduin, Lex and Hemelrijk, Charlotte K.},
  ee = {http://dx.doi.org/10.1007/978-3-319-47253-9_29},
  interhash = {6cc13fe48c0ffaefc8bff757685dfefa},
  intrahash = {44da866517952253fcc5411e3f11a6d9},
  isbn = {978-3-319-47252-2},
  keywords = {dblp},
  pages = {329-333},
  publisher = {Springer},
  series = {Advances in Intelligent Systems and Computing},
  timestamp = {2017-03-18T11:35:15.000+0100},
  title = {Statistical Verification of the Multiagent Model of Volatility Clustering on Financial Markets.},
  url = {http://dblp.uni-trier.de/db/conf/essa/essa2015.html#OlczakKS15},
  volume = 528,
  year = 2015
}

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