A Dynamic Dictionary for Priced Information with Application
β Scribed by Anil Maheshwari; Michiel Smid
- Book ID
- 106148647
- Publisher
- Springer
- Year
- 2005
- Tongue
- English
- Weight
- 295 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0178-4617
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper, we present a general method for information extraction that exploits the features of data compression techniques. We ΓΏrst deΓΏne and focus our attention on the so-called dictionary of a sequence. Dictionaries are intrinsically interesting and a study of their features can be of great u
This paper presents a multi-asset intertemporal general equilibrium model of portfolio selection and asset pricing with differential information. A method of Sargent (1991) is used to resolve the 'infinite regress' problem in information extraction and to derive a rational expectations equilibrium.