Modeling the S&P 500 index using the Kalman filter and the LagLasso Conference Paper

authors

Mahler, Nicolas

publication date

September 1, 2009

published in

Digital Object Identifier (DOI)

https://doi.org/10.1109/mlsp.2009.5306195

has global citation frequency

https://vivo.tib.eu/demo/individual/gcf_W2148693164 Global Citation Count

start page

1

end page

6