A nonlinear Bayesian filtering approach to estimating adaptive market effciency (Q2414081): Difference between revisions

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Latest revision as of 16:33, 14 August 2024

scientific article
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A nonlinear Bayesian filtering approach to estimating adaptive market effciency
scientific article

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    A nonlinear Bayesian filtering approach to estimating adaptive market effciency (English)
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    10 May 2019
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    state-space models
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    adaptive market hypothesis
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    test of evolving efficiency
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    Bayesian filtering
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    extended Kalman filter
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