A nonlinear Bayesian filtering approach to estimating adaptive market effciency (Q2414081): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1515/rnam-2019-0003 / rank | |||
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Latest revision as of 16:33, 14 August 2024
scientific article
Language | Label | Description | Also known as |
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English | A nonlinear Bayesian filtering approach to estimating adaptive market effciency |
scientific article |
Statements
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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