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  A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs
 
 
Title: A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs
Author: Spalding, Robert
Tsui, Kam-Wah
Zeng, Yong
Appeared in: Nonlinear analysis. Series A, Theory and methods
Paging: Volume 64 (2006) nr. 2 pages 15 p.
Year: 2006
Contents:
Publisher: Elsevier Ltd
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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