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There's more to volatility than volume 

Authors: Lszl Gillemot ^ab;  J. Doyne Farmer ^b; Fabrizio Lillo ^bc

Affiliations:	a Santa Fe Institute, Santa Fe, NM 87501, USA
	b Budapest University of Technology and Economics, H-1111 Budapest, Budafoki t 8, Hungary
	c INFM-CNR Unit di Palermo and Dipartimento di Fisica e Tecnologie Relative, Universit di Palermo, Viale delle Scienze, I-90128 Palermo, Italy

DOI: 10.1080/14697680600835688

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 6, Issue 5 October 2006 , pages 371 - 384

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: HTML (English) : PDF (English)

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