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Paper / 2006SMQ / 75579589459358
Self-referential behaviour, overreaction and conventions in financial markets
Jean‐Philippe Bouchaud / Matthieu Wyart
time seriesResource overview

Self-referential behaviour, overreaction and conventions in financial markets

Paper2006

by Jean‐Philippe Bouchaud, Matthieu Wyart

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time series

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Suggested foundations for financial time series. Specialist prerequisites vary by paper.

Before you read

  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

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  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

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