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 / cites work: The Econometrics of Ultra-high-frequency Data / rank | |||
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| Property / cites work: A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering / rank | |||
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| Property / cites work: Estimating Stochastic Volatility via Filtering for the Micromovement of Asset Prices / rank | |||
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| Property / cites work: Q4438228 / rank | |||
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Latest 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 |
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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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