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Statistics / Mathematical analysis / Probability / Mathematical finance / Signal processing / Probability distributions / Linear filters / Technical analysis / Volatility / Autoregressive conditional heteroskedasticity / Gaussian filter / Normal distribution
Date: 2012-01-12 12:02:17
Statistics
Mathematical analysis
Probability
Mathematical finance
Signal processing
Probability distributions
Linear filters
Technical analysis
Volatility
Autoregressive conditional heteroskedasticity
Gaussian filter
Normal distribution

Suppose that investors observe signals (like accounting data) that noisily reflect the true value of the firm:

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