Noise traders, imitation, and conditional heteroscedasticity in asset returns
Subtitle: a theoretical framework
By: A.S.Hurn, A.D.McDonald and V.A.Muscatelli.
Contributors: McDonald, A. D.; Muscatelli, V. A.
Series: Economics discussion paper series / University of Glasgow, Department of Political Economy -- no.9409; Economics discussion paper (University of Glasgow, Department of Political Economy) -- no.9409.
Publisher: Glasgow University Department of Political Economy
Published: 1994
Place of publication: Glasgow
Language: eng