A Homoclinic Route to Volatility: Dynamics of Asset Prices Under Autoregressive Forecasting (Q3191534)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Homoclinic Route to Volatility: Dynamics of Asset Prices Under Autoregressive Forecasting |
scientific article |
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A Homoclinic Route to Volatility: Dynamics of Asset Prices Under Autoregressive Forecasting (English)
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2 October 2014
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asset pricing
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autoregressive forecasting
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mean reversion
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boundedly rational heterogeneous agents
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bifurcations
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