Files in this item

FilesDescriptionFormat

application/pdf

application/pdfkalmanfilteresti1591bass.pdf (3Mb)
(no description provided)PDF

Description

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


This item appears in the following Collection(s)

Item Statistics

  • Total Downloads: 172
  • Downloads this Month: 0
  • Downloads Today: 0