Comparing the Effectiveness of One- and Two-step Conditional Logit Models for Predicting Outcomes in a Speculative Market

Author： Sung M. Johnson J.E.V.

Publisher： University of Buckingham Press

E-ISSN： 1750-676X|1|1|43-59

ISSN： 1750-676X

Source： The Journal of Prediction Markets, Vol.1, Iss.1, 2007-02, pp. : 43-59

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

One step or two? (Delawareâ–™s going-private dichotomy)

By E. Neimeth Clifford

Journal of Investment Compliance, Vol. 3, Iss. 3, 2002-01 ,pp. : 30-42

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Wealth-driven competition in a speculative financial market: examples with maximizing agents

By Anufriev Mikhail

Quantitative Finance, Vol. 8, Iss. 4, 2008-06 ,pp. : 363-380

Routledge Ltd

Access to resources Recommend Favorite

One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market

By Mabrouk Samir Aloui Chaker

International Journal of Financial Services Management, Vol. 4, Iss. 2, 2010-04 ,pp. : 77-94

Inderscience Publishers

Access to resources Recommend Favorite

Monetary policy effectiveness and the housing market

By Spencer Roger W. Huston John H.

Studies in Economics and Finance, Vol. 30, Iss. 3, 2013-07 ,pp. : 226-243

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Generic market models

By Pietersz Raoul

Finance and Stochastics, Vol. 10, Iss. 4, 2006-12 ,pp. : 507-528

Springer Publishing Company

Access to resources Recommend Favorite