TY  - BOOK
AU  - Wells, Curt
TI  - The Kalman filter in finance
SN  - 9780792337713
SN  - 95039766
U1  - 330.015195 WEL 
PY  - 1996///
CY  - Dordrecht ; Boston
PB  - Kluwer Academic Publishers
KW  - Estimation theory
KW  - Finance - Econometric models
KW  - Kalman filtering
N1  - Includes bibliographical references (p. 157-162) and index
ER  -