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> Artigos em Revistas Internacionais
Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach
Kulikova, Maria
;
Kulikov, Gennady Yu
Digital Signal Processing, 128 (2022), 103619
https://doi.org/10.1016/j.dsp.2022.103619
CEMAT
- Center for Computational and Stochastic Mathematics
Instituto Superior Têcnico
Faculdade de Ciências
Universidade de Lisboa
