A three-regime model of speculative behaviour: Modelling the evolution of the S&P 500 composite index

Economic Journal

Volumn 115, Issue 505, 2005, Pages 767-797

  Brooks, Chris ^a   Katsaris, Apostolos ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC ANALYSIS; INVESTMENT; MODEL;

EID: 28144443745     PISSN: 00130133     EISSN: 14680297     Source Type: Journal    
DOI: 10.1111/j.1468-0297.2005.01019.x     Document Type: Article

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