Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning (Q5689652)
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scientific article; zbMATH DE number 961689
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| English | Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning |
scientific article; zbMATH DE number 961689 |
Statements
Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning (English)
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7 January 1997
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learning
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incomplete information
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stock market
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asymptotic convergence
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rational expectations
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0.8204883337020874
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0.8031497597694397
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0.7594890594482422
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0.7570604681968689
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0.7541546821594238
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