Heterogeneous gain learning and the dynamics of asset prices
Year of publication: |
2012
|
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Authors: | LeBaron, Blake Dean |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 83.2012, 3, p. 424-445
|
Subject: | Learning | Asset pricing | Financial time series | Evolution | Memory | Lernprozess | Learning process | Börsenkurs | Share price | CAPM | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Kapitalmarkttheorie | Financial economics |
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