Title of article
System identification in noisy data environments: An application to six Asian stock markets
Author/Authors
Cornelis A. Los، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
28
From page
1997
To page
2024
Keywords
System identification , Financial-economic system , Complete least squares , Projections , Multivariate-multidimensional modelling , Covariance analysis , Asian economie
Journal title
Journal of Banking and Finance
Serial Year
2006
Journal title
Journal of Banking and Finance
Record number
193901
Link To Document