Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (Q1000005)
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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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