Bridging GARCH model and prospect theory in financial market behaviors

Author(s)

Bibliographic Information

Bridging GARCH model and prospect theory in financial market behaviors

by Hiroshi Takahashi and Takao Terano

（Research report, no. 01-04）

Graduate School of Systems Management, University of Tsukuba, 2001

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Note

Includes bibliographical references

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Details

  • NCID
    BA55262790
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Tokyo
  • Pages/Volumes
    15 leaves
  • Size
    31 cm
  • Parent Bibliography ID
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