A Kalman filter approach to the theory of expectations / by Ben Zehnwirth and David E.A. Giles.
A Kalman filter approach to the theory of expectations / by Ben Zehnwirth and David E.A. Giles.
About this item
Full title
Author / Creator
Publisher
[North Ryde, N.S.W.] : Macquarie University, School of Economic and Financial Studies, 1985.
Date
1985.
Call Numbers
Q519.544/2
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
11 p. ; 30 cm.
Publication information
Publisher
[North Ryde, N.S.W.] : Macquarie University, School of Economic and Financial Studies, 1985.
Place of Publication
New South Wales
Date Published
1985.
Subjects
More information
Alternative Titles
Full title
A Kalman filter approach to the theory of expectations / by Ben Zehnwirth and David E.A. Giles.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Research paper / Macquarie University, School of Economic and Financial Studies ; no. 301.
"February 1985'.
Bibliography: p. 10.
Identifiers
Primary Identifiers
Call Numbers
Q519.544/2
Record Identifier
74VvavobPdAg
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvavobPdAg
Other Identifiers
ISBN
0858375680 :
9780858375680 :
MMS ID
991010309479702626