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Kalman filter estimates of the MMI cash-futures spread on October 19 and 20, 1987

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Title: Kalman filter estimates of the MMI cash-futures spread on October 19 and 20, 1987
Author(s): Bassett, Gilbert W.; France, Virginia G.; Pliska, Stanley R.
Issue Date: 1989-08
Publisher: [Urbana-Champaign] : College of Commerce and Business Administration, University of Illinois Urbana-Champaign,
Series/Report: BEBR faculty working paper ; no. 1591
Type: Text
Language: English
Description: Includes bibliographical references (p. 15).
URI: http://hdl.handle.net/2142/29864
Rights Information: Copyright 1989 Board of Trustees University of Illinois.
Date Available in IDEALS: 2012-02-15
Has Version(s): http://hdl.handle.net/10111/UIUCOCA:kalmanfilteresti1591bass http://www.archive.org/details/kalmanfilteresti1591bass
Identifier in Online Catalog: 6552740
OCLC Identifier: (OCoLC)ocm23594000
 

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