Rational expectations is not generally valid for econometric models : evidence from stock market data
Year of publication: |
1997
|
---|---|
Authors: | Chow, Gregory C. |
Other Persons: | Kwan, Yum-keung (contributor) |
Published in: |
Pacific economic review. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1361-374X, ZDB-ID 1386453-1. - Vol. 2.1997, 3, p. 149-163
|
Subject: | Rationale Erwartung | Rational expectations | Ökonometrie | Econometrics | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation | Hongkong | Hong Kong | USA | United States |
-
Self-exciting extreme value models for stock market crashes
Herrera, Rodrigo, (2009)
-
Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian, (2014)
-
Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian, (2014)
- More ...
-
Estimating economic effects of political movements in China
Kwan, Yum-keung, (1996)
-
Economic effects of political movements in China : lower bound estimates
Chow, Gregory C., (1996)
-
Chow's method of optimal control : a numerical solution
Kwan, Yum-keung, (1997)
- More ...