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https://ideas.repec.org/a/eee/jeborg/v67y2008i1p27-47.html Bifurcation routes to volatility clustering under evolutionary learning Downloadable (with restrictions)! A simple asset pricing model with two types of boundedly rational traders, fundamentalists and chartists, is studied.... volatility clustering bifurcation routes evolutionary learning https://dev.to/ayratmurtazin/volatility-clustering-with-merton-hawkes-jump-diffusion-simulations-in-python-4ibh Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python - DEV Community Model intraday volatility clustering across stocks, ETFs, and BTC using Merton jump-diffusion enhanced with Hawkes self-exciting processes. Tagged with python,... volatility clustering jump diffusion https://ideas.repec.org/h/spr/sprchp/978-3-540-34625-8_10.html Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models Summary Time series of financial asset returns often exhibit the volatility clustering property: large changes in prices tend to cluster together, resulting in... volatility clustering financial markets agent based https://hashnode.com/forums/thread/volatility-clustering-in-an-intraday-multi-asset-universe-using-merton-hawkes-jump-diffusion-simulations-in-python/comment/69dd0433f57346bc1e0fcd34 Comment by Ayrat Murtazin on "Volatility Clustering in an Intraday Multi-Asset Universe Using... Quick breakdown of why Hawkes matters here: A standard Poisson process (used in classic Merton) has no memory. The probability of the next jump is the same whet