Detecting Regime Shifts: The Causes of Under- and Overreaction
Year of publication: |
2005
|
---|---|
Authors: | Massey, Cade ; Wu, George |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 51.2005, 6, p. 932-947
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | regime shift | belief revision | subjective probability | change points | underreaction | overreaction |
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