Title of article :
A new estimator of the fractionally integrated stochastic volatility model
Author/Authors :
WRIGHT، JONATHAN H. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
-294
From page :
295
To page :
0
Abstract :
Experimental evidence can provide clues as to the kind of reasoning that boundedly rational agents apply to arrive at a strategy choice. We report statistical tests on the saliency of optimistic and pessimistic behaviors in symmetric normal-form games.
Keywords :
Fractional integration , Stochastic Volatility , GMM
Journal title :
Economics Letters
Serial Year :
1999
Journal title :
Economics Letters
Record number :
22195
Link To Document :
بازگشت