Showing 1 - 10 of 20,340
Persistent link: https://www.econbiz.de/10011802470
Persistent link: https://www.econbiz.de/10012022510
This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility …
Persistent link: https://www.econbiz.de/10014164616
Persistent link: https://www.econbiz.de/10011952212
Persistent link: https://www.econbiz.de/10013475840
Persistent link: https://www.econbiz.de/10013554788
Persistent link: https://www.econbiz.de/10011764969
Persistent link: https://www.econbiz.de/10011752489
Persistent link: https://www.econbiz.de/10012642950
Persistent link: https://www.econbiz.de/10015422848