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"Modelling stock return sensitivities to economic factors with the Kalman ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Yves Bentz, Laurence Boone, Jerome Connor (1996)

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DOI: 10.1109/CIFER.1996.501827

access: closed

type: Conference or Workshop Paper

metadata version: 2020-08-25

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  dblp key:
  - conf/cifer/BentzBC96
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  - https://dblp.org/rec/conf/cifer/BentzBC96
Yves Bentz, Laurence Boone, Jerome Connor:
Modelling stock return sensitivities to economic factors with the Kalman filter and neural networks. CIFEr 1996: 79-82

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