Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices
| Year of publication: |
2003-08-01
|
|---|---|
| Authors: | Manzan, S. ; Boswijk, P. ; Hommes, C.H. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | asset pricing | heterogeneous expectations | bubbles | mean reversion |
| Extent: | text/html |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 252 |
| Classification: | G12 - Asset Pricing ; E32 - Business Fluctuations; Cycles ; D84 - Expectations; Speculations |
| Source: |
Persistent link: https://www.econbiz.de/10005706817