Publication:4550918
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zbMath1022.91026MaRDI QIDQ4550918
Carl Chiarella, Wolfgang J. Runggaldier, Ramaprasad Bhar
Publication date: 11 November 2002
financial market; filtering methodology; dynamic Bayesian algorithm; instantaneous short interest rate; statistical quantities of interest
91B70: Stochastic models in economics
62C12: Empirical decision procedures; empirical Bayes procedures
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