Excess covariance and dynamic instability in a multi-asset model (Q310954): Difference between revisions
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Revision as of 16:13, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Excess covariance and dynamic instability in a multi-asset model |
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Excess covariance and dynamic instability in a multi-asset model (English)
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28 September 2016
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excess covariance
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capital asset pricing model
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efficient market hypothesis
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heterogeneous agents
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procedurally consistent equilibrium
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