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United States
1871-2003
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USA
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ECONIS (ZBW)
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Behavioral heterogeneity in stock prices
Boswijk, Herman Peter
;
Hommes, Cars H.
;
Manzan, Sebastiano
-
2005
Persistent link: https://www.econbiz.de/10002902226
Saved in:
2
Are U.S. stock prices mean reverting? : some new tests using fractional integration models with overlapping data and structural breaks
Clark, Steven P.
;
Coggin, T. Daniel
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
2
,
pp. 373-391
Persistent link: https://www.econbiz.de/10008987464
Saved in:
3
Behavioral heterogeneity in stock prices
Boswijk, Herman Peter
;
Hommes, Cars H.
;
Manzan, Sebastiano
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1938-1970
Persistent link: https://www.econbiz.de/10003487859
Saved in:
4
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
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