The Origin of Volatility Cascade of the Financial Market

Chunxia Yang, Yingchao Zhang, Hongfa Wu, Peiling Zhou. The Origin of Volatility Cascade of the Financial Market. In Yong Shi, G. Dick van Albada, Jack Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2007, 7th International Conference, Beijing, China, May 27 - 30, 2007, Proceedings, Part IV. Volume 4490 of Lecture Notes in Computer Science, pages 114-120, Springer, 2007. [doi]