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Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast

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Bibliographic Details
Main Authors:	Belavkin, Roman, Pardalos, Panos, Principe, Jose
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance 94A15, 94A17, 94A34, 62J12, 62M45, 60G25
Online Access:	Acceder al recurso
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