On aggregation of information in competitive markets: The dynamic case

Journal of Economic Dynamics and Control

Volumn 21, Issue 7, 1997, Pages 1199-1227

  Naik, Narayan Y ^a  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

Dynamically incomplete markets; Kalman filters

Indexed keywords

EID: 0031570621     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(97)00019-5     Document Type: Article

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