Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data

Author: Östermark Ralf  

Publisher: Emerald Group Publishing Ltd

ISSN: 0368-492X

Source: Kybernetes: The International Journal of Systems & Cybernetics, Vol.29, Iss.3, 2000-03, pp. : 355-380

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Abstract