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  • Search: person:"Nardecchia, A."
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Subject
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Estimation 1 Estimation theory 1 Schätztheorie 1 Schätzung 1 State space model 1 Time series analysis 1 Zeitreihenanalyse 1 Zustandsraummodell 1
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Article 1
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Aufsatz im Buch 1 Book section 1
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English 1
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Gastaldi, M. 1 Germani, A. 1 Nardecchia, A. 1
Published in...
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006] 1
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ECONIS (ZBW) 1
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The use of quadratic filter for the estimation of time-varying β
Gastaldi, M.; Germani, A.; Nardecchia, A. - In: Computational finance and its applications II : [Second …, (pp. 215-224). 2006
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