A model for high frequency data under partial information : a filtering approach
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 |
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