This paper focuses on the long memory of prices and returns of an asset traded in a financial market. We consider a microeconomic model of the market, and we prove theoretical conditions on the parameters of the model that give rise to long memory. In particular, the long memory property is detected in an agents' aggregation framework under some distributional hypotheses on the market's parameters
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
We show that a class of microeconomic behavioral models with interacting agents, introduced by Kirma...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial market...
This paper focuses on the long memory of prices and returns of an asset traded in a financial market...
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
We show that a class of microeconomic behavioral models with interacting agents, introduced by Kirma...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial market...
This paper focuses on the long memory of prices and returns of an asset traded in a financial market...
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
During last decades, studies on asset pricing models witnessed a paradigm shift from rational expect...
We show that a class of microeconomic behavioral models with interacting agents, introduced by Kirma...
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