Bayesian learning in financial markets: testing for the relevance of information precision in price discovery

Nikolaus Hautsch, Dieter Hess

Publikation: Working paperForskning

295 Downloads (Pure)

Abstract

 
OriginalsprogEngelsk
UdgivelsesstedCph.
UdgiverDepartment of Economics, University of Copenhagen
Antal sider30
StatusUdgivet - 2004

Bibliografisk note

JEL Classification: E44, G14

Citationsformater