Predicting the next step of a random walk: experimental evidence of regime-shifting beliefs
| Year of publication: |
2002
|
|---|---|
| Authors: | Bloomfield, Robert ; Hales, Jeffrey |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 65.2002, 3, p. 397-414
|
| Publisher: |
Elsevier |