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An evolutionary game theory explanation of ARCH effects

, and . Journal of Economic Dynamics and Control, 31 (7): 2234--2262 (July 2007)

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Other publications of authors with the same name

Predictive efficiency for simple non-linear models, , and . Journal of Econometrics, 40 (1): 33--44 (January 1989)Full-information estimates of a nonlinear macroeconometric model, and . Journal of Econometrics, 13 (3): 269--291 (August 1980)Likelihood and other approaches to prediction in dynamic models, and . Journal of Econometrics, 35 (1): 119--142 (May 1987)An evolutionary game theory explanation of ARCH effects, and . Journal of Economic Dynamics and Control, 31 (7): 2234--2262 (July 2007)