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Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery
Dieter Hess / Nikolaus Hautsch
statisticsResource overview

Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery

Paper2004

by Dieter Hess, Nikolaus Hautsch

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statistics

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Suggested foundations for probability and statistical reasoning. Specialist prerequisites vary by paper.

Before you read

  1. Random Variables and Distributions

    Read the distributions and expectations used in probabilistic arguments.

  2. Conditional Expectation

    Interpret expectations after information is observed.

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  1. Confidence Intervals and Hypothesis Testing

    Assess uncertainty rather than treating an estimate as a fact.

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