Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (Q1000005): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.na.2005.02.105 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2075769834 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Econometrics of Ultra-high-frequency Data / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimating Stochastic Volatility via Filtering for the Micromovement of Asset Prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4438228 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:31, 29 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises |
scientific article |
Statements
Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (English)
0 references
4 February 2009
0 references
counting processes
0 references
high frequency data
0 references
