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State space and unobserved component models : theory and applications
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Practical filtering for stochastic volatility models
Stroud, Jonathan R.
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Polson, Nicholas G.
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Müller, Peter
- In:
State space and unobserved component models : theory …
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(pp. 236-247)
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2004
Persistent link: https://www.econbiz.de/10009719923
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