𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Detecting Anchoring in Financial Markets

✍ Scribed by Andersen, Jørgen Vitting


Book ID
121335804
Publisher
Lawrence Erlbaum Associates, Inc.
Year
2010
Tongue
English
Weight
222 KB
Volume
11
Category
Article
ISSN
1542-7560

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Detecting multiple breaks in financial m
✍ Elena Andreou; Eric Ghysels 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 183 KB

## Abstract The paper evaluates the performance of several recently proposed tests for structural breaks in the conditional variance dynamics of asset returns. The tests apply to the class of ARCH and SV type processes as well as data‐driven volatility estimators using high‐frequency data. In addit

Trust in Financial Markets
✍ Colin Mayer 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 111 KB