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Estimation theory
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Faculty working paper / BEBR, College of Commerce and Business Administration, University of Illinois / Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois
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Faculty working paper / Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987
Bassett, Gilbert W.
- In:
Review of quantitative finance and accounting
1
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1991
)
2
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001107382
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On Boscovich's estimator
Koenker, Roger
;
Bassett, Gilbert W.
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1985
Persistent link: https://www.econbiz.de/10000925165
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