Bayesian arbitrage threshold analysis
Year of publication: |
1999
|
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Authors: | Forbes, Catherine Scipione ; Kalb, Guyonne ; Kofman, Paul |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 17.1999, 3, p. 364-372
|
Subject: | Zeitreihenanalyse | Time series analysis | Index-Futures | Index futures | Schätzung | Estimation | Theorie | Theory |
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