A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs
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Publication:2581718
DOI10.1016/j.na.2005.06.051zbMath1118.91052OpenAlexW1985154222MaRDI QIDQ2581718
Kam-Wah Tsui, Robert Spalding, Yong Zeng
Publication date: 10 January 2006
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2005.06.051
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