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Search: subject:"student-t distribution"
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Nkemnole, Bridget
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Journal of economic and financial sciences : JEF
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Estimation of geometric Brownian motion model with a t-distribution-based particle filter
Nkemnole, Bridget
;
Abass, Olaide
- In:
Journal of economic and financial sciences : JEF
12
(
2019
)
1
,
pp. 1-9
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