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Power-law behaviour, heterogeneity, and trend chasing

  • He, Xue-Zhong
  • Li, Youwei

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File URL: http://www.sciencedirect.com/science/article/B6V85-4N0GDNG-1/2/c0b35b50381c6f2eb7cb597b93ef94c2
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 31 (2007)
Issue (Month): 10 (October)
Pages: 3396-3426

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Handle: RePEc:eee:dyncon:v:31:y:2007:i:10:p:3396-3426
Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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