An ARFIMA multi-level model of dual-component expectations in repeated cross-sectional survey data
Year of publication: |
2021
|
---|---|
Authors: | Silver, Steven D. ; Raseta, Marko |
Subject: | Expectations | Multi-component models | Estimation in RCSs | Behavioral finance | Erwartungsbildung | Expectation formation | Anlageverhalten | Behavioural finance | Schätztheorie | Estimation theory | Schätzung | Estimation | Rationale Erwartung | Rational expectations |
-
Empirical calibration of adaptive learning
Berardi, Michele, (2015)
-
Does belief heterogeneity explain asset prices : the case of the longshot bias
Gandhi, Amit, (2015)
-
What does the yield curve imply about investor expectations?
Gaus, Eric, (2018)
- More ...
-
Silver, Steven D., (2022)
-
Financial market shocks and portfolio rebalancing
Silver, Steven D., (2024)
-
Price Expectations for Financial Markets : Randomness and Signal Detection
Silver, Steven, (2022)
- More ...