Excess covariance and dynamic instability in a multi-asset model (Q310954): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jedc.2012.03.015 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JEDC.2012.03.015 / rank | |||
Normal rank | |||
Latest revision as of 13:59, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Excess covariance and dynamic instability in a multi-asset model |
scientific article |
Statements
Excess covariance and dynamic instability in a multi-asset model (English)
0 references
28 September 2016
0 references
excess covariance
0 references
capital asset pricing model
0 references
efficient market hypothesis
0 references
heterogeneous agents
0 references
procedurally consistent equilibrium
0 references
0 references
