Kai Chun Chiu, Lei Xu 0001. On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space model. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 139-144, IEEE, 2003. [doi]
@inproceedings{Chiu003,
title = {On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space model},
author = {Kai Chun Chiu and Lei Xu 0001},
year = {2003},
doi = {10.1109/CIFER.2003.1196253},
url = {http://dx.doi.org/10.1109/CIFER.2003.1196253},
researchr = {https://researchr.org/publication/Chiu003},
cites = {0},
citedby = {0},
pages = {139-144},
booktitle = {2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
publisher = {IEEE},
isbn = {0-7803-7654-4},
}