Estimation of Market Efficiency Process Within Time-Varying Autoregressive Models by Extended Kalman Filtering Approach

AuthID
P-00W-STE
2
Author(s)
Kulikov, GY
Document Type
Article
Year published
2022
Published
in DIGITAL SIGNAL PROCESSING, ISSN: 1051-2004
Volume: 128, Pages: 103619 (13)
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Publication Identifiers
SCOPUS: 2-s2.0-85132768532
Wos: WOS:000818722600005
Source Identifiers
ISSN: 1051-2004
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