Practical filtering for stochastic volatility models
Jonathan R. Stroud; Nicholas G. Polson; Peter Müller
| Year of publication: |
2012
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|---|---|
| Authors: | Stroud, Jonathan R. ; Polson, Nicholas G. ; Müller, Peter |
| Published in: |
State space and unobserved component models : theory and applications. - Cambridge [u.a.] : Cambridge University Press, ISBN 978-0-521-83595-4. - 2004, p. 236-247
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| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009719923