Heterogeneity, convergence, and autocorrelations
Year of publication: |
2008
|
---|---|
Authors: | He, Xue-Zhong ; Li, Youwei |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 1, p. 59-79
|
Publisher: |
Taylor & Francis Journals |
Subject: | Asset pricing | Heterogeneous beliefs | Market fraction | Stability | Bifurcation | Market behaviour | Limiting distribution | Autocorrelation |
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