System identification in noisy data environments: An application to six Asian stock markets
| Year of publication: |
2006
|
|---|---|
| Authors: | Los, Cornelis A. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 7, p. 1997-2024
|
| Publisher: |
Elsevier |