A fully Bayesian approach to financial forecasting and portfolio selection
The movements of share prices has long been of interest to both academic researchers as well as market practitioners. The statistical research in this field dates back to the work of Bachelier (1900) and there have been many approaches adopted subsequently. This thesis considers a Bayesian approach...
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University of Newcastle Upon Tyne
2002
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.270822 |