Excess covariance and dynamic instability in a multi-asset model (Q310954)
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scientific article; zbMATH DE number 6630484
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| English | Excess covariance and dynamic instability in a multi-asset model |
scientific article; zbMATH DE number 6630484 |
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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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0.7557026147842407
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0.7406747937202454
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0.693766713142395
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0.682667076587677
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