Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862)
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scientific article; zbMATH DE number 6633173
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| English | Heterogeneity in stock prices: a STAR model with multivariate transition function |
scientific article; zbMATH DE number 6633173 |
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Heterogeneity in stock prices: a STAR model with multivariate transition function (English)
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6 October 2016
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asset pricing
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heterogeneous beliefs
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smooth-transition autoregression
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0.8270053267478943
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0.7584285736083984
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0.7453029155731201
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0.7448294162750244
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