A nonlinear Bayesian filtering approach to estimating adaptive market effciency (Q2414081)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear Bayesian filtering approach to estimating adaptive market effciency |
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A nonlinear Bayesian filtering approach to estimating adaptive market effciency (English)
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10 May 2019
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state-space models
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adaptive market hypothesis
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test of evolving efficiency
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Bayesian filtering
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extended Kalman filter
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