Power-law behaviour, heterogeneity, and trend chasing
From MaRDI portal
Publication:1027425
DOI10.1016/j.jedc.2006.11.008zbMath1163.91530MaRDI QIDQ1027425
Publication date: 1 July 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10453/5111
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B84: Economic time series analysis
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