Endogenous Volatility from Financial Feedback: Joined Volatility, Amplification, and Asset Pricing

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Johannes Maria Posselt

DOI: 10.2139/ssrn.6143526

Cited by: 0

References: 33

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stochastic processes and financial applications Market Dynamics and Volatility

References 33