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

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Revision as of 05:18, 19 July 2024

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A nonlinear Bayesian filtering approach to estimating adaptive market effciency
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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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