Normal view MARC view ISBD view

A new pairs trading strategy based on linear state space models and the Kalman filter/

Moura, Carlos Eduardo Silva de

A new pairs trading strategy based on linear state space models and the Kalman filter/ Carlos Eduardo Silva de Moura; orientador: Adrian Pizzinga. - Rio de Janeiro: IMPA, 2014. - 66 p. - Tese de Mestrado - IMPA .

Instituto de Matemática Pura e Aplicada - IMPA

Dewey Class. No.: timpa

Print
Add to your cart (remove)
Suggest for purchase
Send to device
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS ISBD
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com) Open Library (openlibrary.org)