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Fundamentalists, chartists and asset pricing anomalies - MaRDI portal

Fundamentalists, chartists and asset pricing anomalies (Q4619488)

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scientific article; zbMATH DE number 7013610
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English
Fundamentalists, chartists and asset pricing anomalies
scientific article; zbMATH DE number 7013610

    Statements

    Fundamentalists, chartists and asset pricing anomalies (English)
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    6 February 2019
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    asset pricing
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    excess volatility
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    volatility clustering
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    return correlation
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    bounded rationality
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    heterogeneous agent model
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    Identifiers