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pro vyhledávání: '"Liu, Beier"'
Autor:
Liu, Beier, Zhu, Haiyun
In this study, we utilize the Kalman-Filter analysis to assess market efficiency in major stock markets. The Kalman-Filter operates in two stages, assuming that the data contains a consistent trendline representing the true market value prior to bein
Externí odkaz:
http://arxiv.org/abs/2404.16449
