Particle filtering of volatility dynamics for KOSPI200 and its sequential prediction
| Year of publication: |
2018
|
|---|---|
| Authors: | Kwon, Tae Yeon |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 0277-6693, ZDB-ID 2001645-1. - Vol. 37.2018, 7 (19.09.), p. 720-728
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2546 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082007