A Bayesian analysis of dual trader informativeness in futures markets
Sugato Chakravarty; Kai Li
| Year of publication: |
June 2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Chakravarty, Sugato (contributor) ; Li, Kai (contributor) |
| Institutions: | University of British Columbia / Finance Division (contributor) |
| Publisher: |
Vancouver, British Columbia : UBC Finance Div. |
| Subject: | Dual trading | Derivat | Derivative | Insiderhandel | Insider trading | Asymmetrische Information | Asymmetric information | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Extent: | Online-Ressource, 25 p., text |
|---|---|
| Series: | Finance working papers. - Vancouver, ZDB-ID 2753199-5. - Vol. 02,8 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001756567