Revisiting the excess volatility puzzle through the lens of the Chiarella model.

Kurth JG, Majewski AA, Bouchaud JP

DOI: 10.1371/journal.pone.0340409
Published: 2026
Container: PloS one
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1371/journal.pone.0340409,
  title = {Revisiting the excess volatility puzzle through the lens of the Chiarella model.},
  author = {Kurth JG and Majewski AA and Bouchaud JP},
  year = {2026},
  journal = {PloS one},
  doi = {10.1371/journal.pone.0340409},
  url = {https://doi.org/10.1371/journal.pone.0340409}
}

RIS

TY  - JOUR
TI  - Revisiting the excess volatility puzzle through the lens of the Chiarella model.
AU  - Kurth JG
AU  - Majewski AA
AU  - Bouchaud JP
PY  - 2026
JO  - PloS one
DO  - 10.1371/journal.pone.0340409
UR  - https://doi.org/10.1371/journal.pone.0340409
ER  -

APA

JG, K., AA, M., & JP, B. (2026). Revisiting the excess volatility puzzle through the lens of the Chiarella model.. PloS one. https://doi.org/10.1371/journal.pone.0340409

Source records

pubmed · retrieved 2026-09-25T18:44:28.150Z