Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (Q1000005): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.na.2005.02.105 / rank
 
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Latest revision as of 00:31, 29 June 2024

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Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises
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    Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (English)
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    4 February 2009
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    counting processes
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    high frequency data
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