Kalman filter estimates of the MMI cash-futures spread on October 19 and 20, 1987
Bassett, Gilbert W.; France, Virginia G.; Pliska, Stanley R.
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https://hdl.handle.net/2142/29864
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Title Kalman filter estimates of the MMI cash-futures spread on October 19 and 20, 1987 Author(s) Bassett, Gilbert W. France, Virginia G. Pliska, Stanley R. Issue Date 1989-08 Publisher [Urbana-Champaign] : College of Commerce and Business Administration, University of Illinois Urbana-Champaign, Series/Report Name or Number BEBR faculty working paper ; no. 1591 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/29864 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:kalmanfilteresti1591bass http://www.archive.org/details/kalmanfilteresti1591bass Copyright and License Information Copyright 1989 Board of Trustees University of Illinois.
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