The Econometrics of Learning in Financial Markets
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 11 (1995)
Issue (Month): 01 (February)
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- Angelos Kanas & Christos Ioannidis, 2012. "Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient," Journal of Economics and Finance, Springer, vol. 36(1), pages 148-161, January.
- Allan Timmermann & Massimo Guidolin, 2001.
"Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities,"
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- Guidolin, Massimo & Timmermann, Allan, 2003. "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 717-769, March.
- Guidolin, Massimo & Timmermann, Allan G, 2001. "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," CEPR Discussion Papers 3005, C.E.P.R. Discussion Papers.
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