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ArticleEstimating behavioural heterogeneity under regime switching

Carl Chiarella2012

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Articlegreen2012

Estimating behavioural heterogeneity under regime switching

Carl Chiarella · Xue-Zhong 'Tony' He · Weihong Huang · Huanhuan Zheng

64 citations·0/0 files stored·Journal of Economic Behavior & Organization

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1983Empirical exchange rate models of the seventies 2002International Asset Allocation With Regime Shifts 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model 2002The Equity Premium 1999State-Space Models with Regime Switching 1959Dividends, Earnings, and Stock Prices 1995Herd Behaviour, Bubbles and Crashes 2004Market States and Momentum

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Details

Year2012

Typearticle

Published2012-02-17

VenueJournal of Economic Behavior & Organization

ISSN-L0167-2681

Languageen

Citations64

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.jebo.2012.02.014

openalex_workW2262248708

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