APA (7th ed.) Citation

Lux, T., & Marchesi, M. (1999). Volatility clustering in financial markets: A mikro-simulation of interacting agents. Univ., Sonderforschungsbereich 303.

Chicago Style (17th ed.) Citation

Lux, Thomas, and Michele Marchesi. Volatility Clustering in Financial Markets: A Mikro-simulation of Interacting Agents. Bonn: Univ., Sonderforschungsbereich 303, 1999.

MLA (9th ed.) Citation

Lux, Thomas, and Michele Marchesi. Volatility Clustering in Financial Markets: A Mikro-simulation of Interacting Agents. Univ., Sonderforschungsbereich 303, 1999.

Warning: These citations may not always be 100% accurate.