The model dependence of relative mean-square error tests for market efficiency
Year of publication: |
1986
|
---|---|
Authors: | Joerding, Wayne H. |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 38.1986, 3, p. 227-236
|
Subject: | Börsenkurs | Share price | Schätztheorie | Estimation theory | Informationsökonomik | Economics of information |
-
Measuring the probability of informed trading : estimation error and trading frequency
Henke, Harald, (2004)
-
Nimalendran, Mahendrarajah, (1994)
-
Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman, (1998)
- More ...
-
Teaching and learning with individually unique exercises
Joerding, Wayne H., (2010)
-
Double-auction market simulation software for very large classes
Ironside, Brian, (2004)
-
Feedforward neural network estimation of a crop yield response function
Joerding, Wayne H., (1994)
- More ...