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scientific article; zbMATH DE number 1302957
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scientific article; zbMATH DE number 1302957

    Statements

    author
    Hiroshi Tsuda
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    publication date
    17 December 2000
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    zbMATH DE Number
    1302957
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    zbMATH Keywords
    time series
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    asset price
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    stock
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    nonstationary
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    Kalman filter
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    VAR
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