An evolutionary game theory explanation of ARCH effects

Journal of Economic Dynamics and Control

Volumn 31, Issue 7, 2007, Pages 2234-2262

  Parke, William R ^a   Waters, George A ^b  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b ILLINOIS STATE UNIVERSITY   (United States)

Author keywords

ARCH; Autoregressive conditional heteroskedasticity; Evolutionary game theory; Rational expectations

Indexed keywords

EID: 34248651588     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2006.05.013     Document Type: Article

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