Forecasting trends with asset prices (Q4555084)

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scientific article; zbMATH DE number 6981200
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Forecasting trends with asset prices
scientific article; zbMATH DE number 6981200

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    Forecasting trends with asset prices (English)
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    19 November 2018
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    trend estimation
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    investment strategies
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    Kalman filter
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    Ornstein-Uhlenbeck process
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