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) the delayed overshooting puzzle; ii) the forward discount puzzle (or Fama puzzle); iii) the predictability reversal puzzle …
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) the delayed overshooting puzzle; ii) the forward discount puzzle (or Fama puzzle); iii) the predictability reversal puzzle …
Persistent link: https://www.econbiz.de/10012862857
) the delayed overshooting puzzle; ii) the forward discount puzzle (or Fama puzzle); iii) the predictability reversal puzzle …
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version of the model shows that the model is able to generate typical time series and volatility clustering patterns observed …
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