Filtering with counting process observations and other factors : applications to bond price tick data
Xing Hu; David R. Kuipers; Yong Zeng
| Year of publication: |
2011
|
|---|---|
| Authors: | Hu, Xing ; Kuipers, David R. ; Zeng, Yong |
| Published in: |
Stochastic analysis, stochastic systems, and applications to finance. - New Jersey [u.a.] : World Scientific, ISBN 981-4355-70-4. - 2011, p. 115-144
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009271674