Estimation of stochastic volatility in the Hull-White model (Q4541594): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/13504860110046074
+Normal rank
@@ Property / OpenAlex ID @@
+W2122217660
@@ Property / OpenAlex ID: W2122217660 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4080487
@@ Property / cites work: Q4080487 / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering formulae for partially observed linear systems with non-gaussian initial conditions
+Normal rank
@@ Property / cites work @@
+Asymptotic Filtering Theory for Univariate Arch Models
+Normal rank
@@ Property / cites work @@
+Q5657423
@@ Property / cites work: Q5657423 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4541594