Abstract
Stock prices p t , t=0,1,…, are a sequence of random variables, which are defined on a probability space {Ω,Ф,Ψ} with p t :Ω→[0,∞). The sigma algebra Ф consists of all existent information.6
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© 2000 Betriebswirtschaftlicher Verlag Dr. Th. Gabler GmbH, Wiesbaden, und Deutscher Universitäts-Verlag GmbH, Wiesbaden
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Klähn, J. (2000). Theoretical Framework for Return Predictability. In: The Predictabilty of German Stock Returns. Empirische Finanzmarktforschung / Empirical Finance. Deutscher Universitätsverlag. https://doi.org/10.1007/978-3-322-81378-7_2
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DOI: https://doi.org/10.1007/978-3-322-81378-7_2
Publisher Name: Deutscher Universitätsverlag
Print ISBN: 978-3-8244-7102-7
Online ISBN: 978-3-322-81378-7
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