BAYESIAN MODELS FOR FORECASTING FUTURE SECURITY PRICES

[1] Bartos J. A., 1969, THESIS INDIANA U

[2] OPTIMUM STRATIFIED SAMPLING USING PRIOR INFORMATION [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1965, 60 (311) : 750 - 771

[3] PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET [J]. MANAGEMENT SCIENCE, 1965, 11 (03) : 404 - 419

[4] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[5] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) : 331 - 338

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] HSU DA, UNPUBLISHED MANUSCRI

[8] ESTIMATION RISK IN PORTFOLIO SELECTION MODEL [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1971, 6 (01) : 559 - 582

[9] LAVALLE IH, 1970, INTRO PROBABILITY DE

[10] Mao J.C.T., 1966, MANAGE SCI, V12, P323

[1] Bartos J. A., 1969, THESIS INDIANA U

[2] OPTIMUM STRATIFIED SAMPLING USING PRIOR INFORMATION [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1965, 60 (311) : 750 - 771

[3] PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET [J]. MANAGEMENT SCIENCE, 1965, 11 (03) : 404 - 419

[4] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[5] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) : 331 - 338

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] HSU DA, UNPUBLISHED MANUSCRI

[8] ESTIMATION RISK IN PORTFOLIO SELECTION MODEL [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1971, 6 (01) : 559 - 582

[9] LAVALLE IH, 1970, INTRO PROBABILITY DE

[10] Mao J.C.T., 1966, MANAGE SCI, V12, P323