Original language | English |
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Title of host publication | Collaborative Research in Econometrics and Quantitative Finance. Financial Market Integration. 2004 |
Editors | RD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm |
Place of Publication | Australia |
Publisher | Evergreen Publishing |
Pages | 175-210 |
Volume | 1 |
Edition | 1 |
ISBN (Print) | 0975096117 |
DOIs | |
Publication status | Published - 2004 |
Subset Autoregressive Filtering Using the Forgetting Factor for Financial Simulations
Timothy John Brailsford, Jack HW Penm, Deane Terrell
Research output: Chapter in Book/Report/Conference proceeding › Chapter