Stochastic Volatility Model with Filtering (Q5478920): Difference between revisions

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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q5445942
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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+Q3969647
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+Drift and volatility estimation in discrete time
@@ Property / cites work: Drift and volatility estimation in discrete time / rank @@
+Normal rank