Learning and Efficiency in a Gambling Market

DOI10.1287/MNSC.40.10.1317zbMath0822.90029OpenAlexW1990542164MaRDI QIDQ4834335

Michael M. Knetter, James D. jun. Dana

Publication date: 28 May 1995

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.40.10.1317

zbMATH Keywords

statistical modelmarket efficiencyKalman Filter estimationmarket learning

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Statistical methods; economic indices and measures (91B82) Memory and learning in psychology (91E40)

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