Estimating Stochastic Volatility via Filtering for the Micromovement of Asset Prices (Q5273706)
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scientific article; zbMATH DE number 6743067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Stochastic Volatility via Filtering for the Micromovement of Asset Prices |
scientific article; zbMATH DE number 6743067 |
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Estimating Stochastic Volatility via Filtering for the Micromovement of Asset Prices (English)
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12 July 2017
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