Related content

A liquidity-based model for asset price bubbles

By Jarrow Robert A.   Protter Philip   Roch Alexandre F.  

Quantitative Finance, Vol. 12, Iss. 9, 2012-09 ,pp. : 1339-1349

Routledge Ltd

Access to resources Recommend Favorite

Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates

By Chen Xi   Kohn Robert  

Finance and Stochastics, Vol. 17, Iss. 1, 2013-01 ,pp. : 225-226

Springer Publishing Company

Access to resources Recommend Favorite

Asset price and wealth dynamics under heterogeneous expectations

By Chiarella C.   He X-Z.  

Quantitative Finance, Vol. 1, Iss. 5, 2001-05 ,pp. : 509-526

Routledge Ltd

Access to resources Recommend Favorite

Multivariate asset price dynamics with stochastic covariation

By Williams Julian   Ioannidis Christos  

Quantitative Finance, Vol. 11, Iss. 1, 2011-01 ,pp. : 125-134

Routledge Ltd

Access to resources Recommend Favorite

Correlation, price discovery and co-movement of asset-backed securities and equity

By Jobst Andreas A.  

Derivatives Use, Trading Regulation, Vol. 12, Iss. 1-2, 2006-05 ,pp. : 60-101

Palgrave Macmillan Ltd

Access to resources Recommend Favorite