Information dynamics in financial markets
Year of publication: |
2000
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Authors: | Fontnouvelle, Patrick de |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 4.2000, 2, p. 139-169
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Subject: | Kapitalmarkttheorie | Financial economics | Rationale Erwartung | Rational expectations | Informationskosten | Information costs | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Volatilität | Volatility | Theorie | Theory |
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