Abstract
In this chapter we reconsider some of the estimates. The first order of business is to address the question of those stocks for which the diagnostics were poor. We concentrate on 9 of the stocks, but what is said could just as well have been applied to the others with less than satisfactory estimation statistics.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1996 Springer Science+Business Media Dordrecht
About this chapter
Cite this chapter
Wells, C. (1996). The estimates, reconsidered. In: The Kalman Filter in Finance. Advanced Studies in Theoretical and Applied Econometrics, vol 32. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-8611-5_6
Download citation
DOI: https://doi.org/10.1007/978-94-015-8611-5_6
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4630-7
Online ISBN: 978-94-015-8611-5
eBook Packages: Springer Book Archive