System identification in noisy data environments: An...

Journal of Banking & Finance 2006 Vol. 30; Iss. 7

System identification in noisy data environments: An application to six Asian stock markets

Cornelis A. Los
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Volume:
30
Year:
2006
Language:
english
DOI:
10.1016/j.jbankfin.2005.04.029
File:
PDF, 267 KB
english, 2006
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