"Piecewise constant modeling and Kalman filter tracking of systematic ..."

Triloke Rajbhandary, Xiao-Ping Zhang, Fang Wang (2013)

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DOI: 10.1109/GLOBALSIP.2013.6737107

access: closed

type: Conference or Workshop Paper

metadata version: 2021-09-01

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Triloke Rajbhandary, Xiao-Ping Zhang, Fang Wang:
Piecewise constant modeling and Kalman filter tracking of systematic market risk. GlobalSIP 2013: 1144

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