Heterogeneous beliefs and tests of present value models

Keyphrases

• Homogeneity Test 100%
• Heterogeneous Beliefs 100%
• Present Value Model 100%
• Shock 50%
• Frequency Domain Method 50%
• Excess Returns 50%
• Traders 50%
• Data Market 50%
• Model Features 50%
• Asset Prices 50%
• Variance Bounds 50%
• Non-invertibility 50%
• Dynamic Asset Pricing Models 50%
• Cross Equation 50%
• Price Display 50%

Economics, Econometrics and Finance

• Price 100%
• Present Value 100%
• Financial Economics 100%