Filtering a nonlinear stochastic volatility model (Q437251): Difference between revisions

@@ Property / cites work @@
+Cubature Kalman smoothers
@@ Property / cites work: Cubature Kalman smoothers / rank @@
+Normal rank
@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility Model with Filtering
@@ Property / cites work: Stochastic Volatility Model with Filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Filter Estimation of Volatility
@@ Property / cites work: Nonlinear Filter Estimation of Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+The Nonlinear Accelerator and the Persistence of Business Cycles
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
+Normal rank
@@ Property / cites work @@
+Multivariate Stochastic Variance Models
@@ Property / cites work: Multivariate Stochastic Variance Models / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q3374314
@@ Property / cites work: Q3374314 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3374319
@@ Property / cites work: Q3374319 / rank @@
+Normal rank
@@ Property / cites work @@
+The Price Variability-Volume Relationship on Speculative Markets
+Normal rank
@@ Property / cites work @@
+Q5445942
@@ Property / cites work: Q5445942 / rank @@
+Normal rank
@@ Property / cites work @@
+MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
+Normal rank
@@ Property / cites work @@
+Q3592366
@@ Property / cites work: Q3592366 / rank @@
+Normal rank