مرکز منطقه ای اطلاع رساني علوم و فناوري - System identification in noisy data environments: An application to six Asian stock markets

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 :

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 :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193901