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Your search for "noise" over the article keywords returned 27 results.

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1. global games

Global games are a class of incomplete information games where small uncertainty about payoffs implies a significant failure of common knowledge. This ...

By Stephen Morris. From The New Palgrave Dictionary of Economics, Second Edition, 2008

2. noise traders

Noise traders are agents whose theoretical existence has been hypothesized as a way of solving certain fundamental problems in financial economics. ...

By James Dow and Gary Gorton. From The New Palgrave Dictionary of Economics, Second Edition, 2008

3. corporations

A corporation is an artificial person with many of the rights of a biological one. The first business corporations pooled the savings of many individuals ...

By Randall Morck. From The New Palgrave Dictionary of Economics, Second Edition, 2008

4. realized volatility

Realized volatility is a fully nonparametric approach to ex post measurement of the actual realized return variation over a specific trading period. It ...

By Torben G. Andersen. From The New Palgrave Dictionary of Economics, Second Edition, 2008

5. long memory models

Time series exhibiting varying forms of strong dependence are considered. Stationary parametric and semiparametric models, and their estimation, are first ...

By P. M. Robinson. From The New Palgrave Dictionary of Economics, Second Edition, 2008

6. bandit problems

The multi-armed bandit problem is a statistical decision model of an agent trying to optimize his decisions while improving his information at the same ...

By Dirk Bergemann and Juuso Välimäki. From The New Palgrave Dictionary of Economics, Second Edition, 2008

7. market microstructure

Market microstructure research uses the rules and trading protocols of markets to analyse price formation in asset markets. Microstructure research shows ...

By Maureen O'Hara. From The New Palgrave Dictionary of Economics, Second Edition, 2008

8. peso problem

If market participants expect a future discrete change in asset fundamentals, then rational forecast errors may be correlated with current information ...

By Karen K. Lewis. From The New Palgrave Dictionary of Economics, Second Edition, 2008

9. stochastic optimal control

The purpose of this article is, first, to state the stochastic optimal control problem and, second, to explain how it differs from deterministic optimal ...

By A.G. Malliaris. From The New Palgrave Dictionary of Economics, Second Edition, 2008

10. Granger–Sims causality

The concept of Granger–Sims causality is discussed in its historical context. There follows a review of the subsequent literature that explored conditions ...

By G. M. Kuersteiner. From The New Palgrave Dictionary of Economics, Second Edition, 2008