A Non-Stationary Asset Pricing Model under Heterogeneous Expectations

Carl Chiarella and Xue-Zhong He
Authors registered in the RePEc Author Service: Carl Chiarella and Xuezhong (Tony) He ()

No 39, Computing in Economics and Finance 2001 from Society for Computational Economics

Abstract: For abstract, see the full paper

Keywords: Asset pricing; heterogeneous expectations (search for similar items in EconPapers)
JEL-codes: G11 G12 (search for similar items in EconPapers)
Date: 2001-04-01
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