Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862)
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scientific article; zbMATH DE number 6633173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneity in stock prices: a STAR model with multivariate transition function |
scientific article; zbMATH DE number 6633173 |
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Heterogeneity in stock prices: a STAR model with multivariate transition function (English)
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6 October 2016
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asset pricing
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heterogeneous beliefs
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smooth-transition autoregression
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