Detecting Positive Feedback Trading when Autocorrelation is Positive
Year of publication: |
2013
|
---|---|
Authors: | Angelovska, Julijana |
Published in: |
Zagreb International Review of Economics and Business. - Ekonomski Fakultet, ISSN 1331-5609. - Vol. 16.2013, 1, p. 93-101
|
Publisher: |
Ekonomski Fakultet |
Subject: | Positive feedback trading | Behavioral finance | GARCH | EGARCH | GJR GARCH |
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