A behavioral asset pricing model with a time-varying second moment

Publisher:
Pergamon-Elsevier Science Ltd
Publication Type:
Journal Article
Citation:
Chaos, Solitons and Fractals, 2006, 29 (3), pp. 535 - 555
Issue Date:
2006-01
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2006003978.pdf10.61 MB
Adobe PDF
We develop a simple behavioral asset pricing model with fundamentalists and chartists in order to study price behavior in financial markets when chartists estimate both conditional mean and variance by using a weighted averaging process. Through a stabil
Please use this identifier to cite or link to this item: