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
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