Bayesian learning in financial markets : testing for the relevance of information precision in price discovery
Year of publication: |
2004
|
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Authors: | Hautsch, Nikolaus ; Hess, Dieter |
Publisher: |
Cologne |
Subject: | BAYES | Kreditmarkt | Informationsverarbeitung | Genauigkeit | Preisbildung |
Extent: | 30, [5] S. : graph. Darst. |
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Series: | CFR working paper. - Köln. - Vol. 04,10 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Zsfass. in dt. Sprache |
Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
Source: |
-
Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph, (2009)
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Kraus, Thomas, (1998)
-
Lévy processes in finance : pricing financial derivatives
Schoutens, Wim, (2003)
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Hautsch, Nikolaus, (2002)
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Hautsch, Nikolaus, (2003)
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Hautsch, Nikolaus, (2004)
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