The Kalman Filter Approach for Time-varying ß Estimation (Q4658599)
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scientific article; zbMATH DE number 2146913
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Kalman Filter Approach for Time-varying ß Estimation |
scientific article; zbMATH DE number 2146913 |
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The Kalman Filter Approach for Time-varying ß Estimation (English)
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18 March 2005
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time-varying \(\beta\)
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market index
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Kalmanfilter
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0.8379715085029602
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0.7429660558700562
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