Dynamic Quantile Models of Rational Behavior
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Publication:4971283
DOI10.3982/ECTA15146zbMath1448.91105OpenAlexW2598893611WikidataQ126657056 ScholiaQ126657056MaRDI QIDQ4971283
Luciano I. de Castro, Antonio F. jun. Galvao
Publication date: 12 October 2020
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta15146
Utility theory (91B16) Interest rates, asset pricing, etc. (stochastic models) (91G30) Individual preferences (91B08)
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