Practical filtering for stochastic volatility models
Year of publication: |
2012
|
---|---|
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
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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