Bracegirdle, C and Barber, D (2012) Bayesian conditional cointegration. In: Proceedings of the 29th International Conference on Machine Learning, ICML 2012. (pp. 1095 - 1102).
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| Type: | Proceedings paper |
|---|---|
| Title: | Bayesian conditional cointegration |
| UCL classification: | UCL > School of BEAMS > Faculty of Engineering Science > Computer Science |
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