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
Pages :
29
From page :
2234
To page :
2262
Keywords :
ARCH , Autoregressive conditional heteroskedasticity , Evolutionary game theory , Rationalexpectations
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2007
Journal title :
Journal of Economic Dynamics and Control
Record number :
239072
Link To Document :
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