Heterogeneity, convergence, and autocorrelations

Quantitative Finance

Volumn 8, Issue 1, 2008, Pages 59-79

  He, Xue Zhong ^a   Li, Youwei ^b  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b QUEEN'S UNIVERSITY BELFAST   (United Kingdom)

Author keywords

Asset pricing; Autocorrelation; Bifurcation; Heterogeneous beliefs; Limiting distribution; Market behaviour; Market fraction; Stability

Indexed keywords

EID: 37249068574     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680601159500     Document Type: Article

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