Dynamics of moving average rules in a continuous-time financial market model
Year of publication: |
2010
|
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Authors: | He, Xue-zhong ; Zheng, Min |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 76.2010, 3, p. 615-634
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Subject: | CAPM | Stochastischer Prozess | Stochastic process |
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