A model for high frequency data under partial information : a filtering approach
Claudia Ceci, Anna Gerardi
| Year of publication: |
2006
|
|---|---|
| Authors: | Ceci, Claudia ; Gerardi, Anna |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 4, p. 555-576
|
| Subject: | Börsenkurs | Share price | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003347389