A Bayesian inference approach to testing mean reversion in the Swedish stock market
Year of publication: |
2000
|
---|---|
Authors: | Graflund, Andreas |
Publisher: |
Lund |
Subject: | Bayes-Statistik | Bayesian inference | Börsenkurs | Share price | Schätzung | Estimation | Schweden | Sweden | Random Walk | Random walk | Mean Reversion | Mean reversion | 1918-1998 |
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