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.

Full text not available from this repository.
Item Type: Conference contribution
Creators: Shahtahmassebi, G. and Moyeed, R.
Date: 2014
Divisions: Schools > School of Science and Technology
Depositing User: Jonathan Gallacher
Date Added: 15 Feb 2016 16:36
Last Modified: 09 Jun 2017 13:59
URI: http://irep.ntu.ac.uk/id/eprint/26975

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