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~isPartOf:"The Oxford handbook of computational economics and finance"
~person:"Chiarella, Carl"
~subject:"Estimation"
~subject:"Volatilität"
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The Oxford handbook of computational economics and finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Quantitative Finance Research Centre Research Paper
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International journal of theoretical and applied finance
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Applied Mathematics and Computation, Forthcoming
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Handbook of computational economics : volume 3
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
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Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Yun
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
.
2018
Persistent link: https://www.econbiz.de/10013475840
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