Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach (Q6454036)
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preprint article from arXiv
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| English | Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach |
preprint article from arXiv |
Statements
6 October 2023
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math.OC
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q-fin.CP
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Maria Kulikova
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Gennady Kulikov
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