Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (Q1000005)
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scientific article; zbMATH DE number 5502826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises |
scientific article; zbMATH DE number 5502826 |
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Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (English)
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4 February 2009
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counting processes
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high frequency data
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0.9458709
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0.94565606
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0.9303005
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0.9256333
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0.92375684
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0.88254154
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0.8757829
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