Bayesian arbitrage threshold analysis
Catherine S. Forbes; Guyonne R. J. Kalb and Paul Kofman
| Year of publication: |
1997
|
|---|---|
| Authors: | Forbes, Catherine Scipione |
| Other Persons: | Kalb, Guyonne (contributor) ; Kofman, Paul (contributor) |
| Publisher: |
Clayton, Vic. : Dep. of Econometrics, Monash Univ. |
| Subject: | Zeitreihenanalyse | Time series analysis | Index-Futures | Index futures | Schätzung | Estimation | Theorie | Theory |
| Extent: | 25 S graph. Darst |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ISSN 1440-771X, ZDB-ID 2135381-5. - Vol. 97,3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 18 - 19 |
| ISBN: | 0-7326-1026-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000978712