No label defined (Q4249451)
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scientific article; zbMATH DE number 1302957
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 1302957 |
Statements
17 December 2000
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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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0.7474809288978577
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