A nonlinear Bayesian filtering approach to estimating adaptive market effciency (Q2414081): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1515/rnam-2019-0003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2913298732 / rank | |||
Normal rank | |||
Revision as of 22:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
10 May 2019
0 references
state-space models
0 references
adaptive market hypothesis
0 references
test of evolving efficiency
0 references
Bayesian filtering
0 references
extended Kalman filter
0 references
