Title of article :
An evolutionary game theory explanation of ARCH effects
Author/Authors :
William R. Parke، نويسنده , , George A. Waters، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
ARCH , Autoregressive conditional heteroskedasticity , Evolutionary game theory , Rationalexpectations
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control