Bayesian statistical inference addressed to share prices dynamics' theory
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References listed on IDEAS
- Dyer, James C, IV, 1976. "Random Walks in Australian Share Prices: A Question of Efficient Capital Markets," Australian Economic Papers, Wiley Blackwell, vol. 15(27), pages 186-200, December.
- Eugene F. Fama, 1963. "Mandelbrot and the Stable Paretian Hypothesis," The Journal of Business, University of Chicago Press, vol. 36, pages 420-420.
- Karl–Gustaf Lofgren & Torsten Persson & Jorgen W. Weibull, 2002. "Markets with Asymmetric Information: The Contributions of George Akerlof, Michael Spence and Joseph Stiglitz," Scandinavian Journal of Economics, Wiley Blackwell, vol. 104(2), pages 195-211, June.
- Mandelbrot, Benoit, 1969. "Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 82-111, February.
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More about this item
Keywords
Stochastic volatility; Bayesian Inference; Statistical mechanics;All these keywords.
JEL classification:
- Y1 - Miscellaneous Categories - - Data: Tables and Charts
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
Statistics
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