Dynamic Noisy Rational Expectations Equilibrium With Insider Information (Q4992201)
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scientific article; zbMATH DE number 7355782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Noisy Rational Expectations Equilibrium With Insider Information |
scientific article; zbMATH DE number 7355782 |
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Dynamic Noisy Rational Expectations Equilibrium With Insider Information (English)
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7 June 2021
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rational expectations equilibrium
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heterogenous information
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diffusions
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prices
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risk premia
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volatility
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portfolios
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