A Bayesian analysis of dual trader informativeness in futures markets
Sugato Chakravarty; Kai Li
| Year of publication: |
2003
|
|---|---|
| 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
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001752108