Filtration enlargement-based time series forecast in view of insider trading
Year of publication: |
2023
|
---|---|
Authors: | Bennett, Luke M. ; Hu, Wei |
Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-6419, ZDB-ID 2006451-2. - Vol. 37.2023, 1, p. 112-140
|
Subject: | bridge process | filtration enlargement | insider trading | market efficiency | price discovery | private information | time series forecast | Insiderhandel | Insider trading | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Asymmetrische Information | Asymmetric information | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Theorie | Theory |
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