Bayesian modelling ultra-high frequency financial data via particle filters

Shahtahmassebi, G. ORCID: 0000-0002-0630-2750 and Moyeed, R., 2014. Bayesian modelling ultra-high frequency financial data via particle filters. In: 8th International Conference on Computational and Financial Econometrics (CFE 2014), University of Pisa, Italy, 6-8 December 2014.

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Item Type:	Conference contribution
Creators:	Shahtahmassebi, G. and Moyeed, R.
Date:	2014
Divisions:	Schools > School of Science and Technology
Record created by:	Jonathan Gallacher
Date Added:	15 Feb 2016 16:36
Last Modified:	09 Jun 2017 13:59
Related URLs:	http://cfenetwork.org/CFE2014/docs/BoA%2...
URI:	https://irep.ntu.ac.uk/id/eprint/26975

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