A Bayesian analysis of dual trader informativeness in futures markets
Year of publication: |
2003
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Authors: | Chakravarty, Sugato ; Li, Kai |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 10.2003, 3, p. 355-371
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Subject: | Dual trading | Derivat | Derivative | Insiderhandel | Insider trading | Asymmetrische Information | Asymmetric information | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Theorie | Theory |
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