Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Feng-Teng Lin"'
Publikováno v:
Journal of Information and Optimization Sciences. 35:1-15
An asset pricing formula is derived under an economic model incorporating investors’ heterogeneous beliefs. Applying this pricing formula, the autocorrelation of the asset returns is computed. An analysis of the autocorrelation reveals the influenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf11b9845362e99d7a74aff5dafc59b0
https://doi.org/10.1080/02522667.2013.867734
https://doi.org/10.1080/02522667.2013.867734
Autor:
Feng-Teng Lin, Chien-Chih Lin
Publikováno v:
Asia-Pacific Journal of Financial Studies. 39:720-735
The paper addresses the influence on asset prices of agents’ disagreement regarding asset volatility. Using a stochastic volatility model and assuming that the market is complete, a state-price density incorporating heterogeneous beliefs in volatil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f702f1bc3e1f73268409d24a1a8d548
https://doi.org/10.1111/j.2041-6156.2010.01030.x
https://doi.org/10.1111/j.2041-6156.2010.01030.x
Publikováno v:
ICEBE
Internet banking is growing faster than other e-commerce sectors and has emerged as an evolution in applied banking technology. This study investigates the factors influencing customer intention regarding Internet banking services in Vietnam using el
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::270520bd8b73cdaf986146e61036c2a0
https://doi.org/10.1109/icebe.2013.43
https://doi.org/10.1109/icebe.2013.43