Uncertainty, Expectations and Asset Price Dynamics, 1st ed. 2018 Essays in Honor of Georges Prat Dynamic Modeling and Econometrics in Economics and Finance Series, Vol. 24
Coordonnateur : Jawadi Fredj
Fredj Jawadi is a Full Professor of Finance at the University of Lille, France, and was an Associate Professor of Finance at the University of Evry-Paris Saclay from 2010 to 2018. Currently, he is an Associate Researcher at EconomiX-CNRS and Deputy Director for the Cliometrics and Complexity team (CAC) at the IXXI Complex Systems Institute, France as well as Fellow for the Society of Economic Measurement (US), Fellow at the Economic Research Forum (ERF) in Egypt and Charter Fellow at the Institute for Nonlinear Dynamical Inference (INDI) in Russia. He specializes in finance and applied econometrics. He is the author of several books and international journal papers.
Discusses irrational expectations
Evaluates expectation processes for asset price forecasts
Analyzes asset price fundamentals
Proposes new tests for bubbles
Date de parution : 12-2018
Ouvrage de 192 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 126,59 €
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Mots-clés :
Rational expectations; Uncertainty; Asset price dynamics; Nonlinearity; Bubbles; Macroeconomic aggregates; Oil market volatility; Commodity prices; Heterogeneous beliefs; Informational uncertainty; International portfolio flows; High-frequency trading; quantitative finance; financial crises