%0 Journal Article %1 Los2006 %A Los, Cornelis A. %D 2006 %J Journal of Banking & Finance %K System identification %N 7 %P 1997--2024 %T System identification in noisy data environments: An application to six Asian stock markets %U http://www.sciencedirect.com/science/article/B6VCY-4GNCG92-1/1/be431609e11e9794004a2f8c23cbcc55 %V 30

@article{Los2006, added-at = {2008-04-22T13:53:19.000+0200}, author = {Los, Cornelis A.}, biburl = {https://www.bibsonomy.org/bibtex/208f1f017e9d6faceae0346bf894b9d81/smicha}, description = {Journal of Banking & Finance}, interhash = {22437f542cdce06c68dcf9af825bc79d}, intrahash = {08f1f017e9d6faceae0346bf894b9d81}, journal = {Journal of Banking \& Finance}, keywords = {System identification}, month = Jul, number = 7, pages = {1997--2024}, timestamp = {2008-04-22T13:56:58.000+0200}, title = {System identification in noisy data environments: An application to six Asian stock markets}, url = {http://www.sciencedirect.com/science/article/B6VCY-4GNCG92-1/1/be431609e11e9794004a2f8c23cbcc55}, volume = 30, year = 2006 }