Power-law behaviour, heterogeneity, and trend chasing
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Publication:1027425
DOI10.1016/J.JEDC.2006.11.008zbMath1163.91530OpenAlexW2158294425MaRDI 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
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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