A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crisis

X Guo, Michael McAleer, W-K Wong, L Zhu

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages26
EditionEI report serie EI2016-01
Publication statusPublished - 2016

Publication series

SeriesEI report serie
VolumeEI2016-01

Research programs

  • EUR ESE 31

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