A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs

✍ Scribed by Robert Spalding; Kam-Wah Tsui; Yong Zeng

• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 162 KB
• Volume: 64
• Category: Article
• ISSN: 0362-546X
• DOI: 10.1016/j.na.2005.06.051