Multivariate Stochastic Volatility Estimation Using Particle Filters (Q2787388)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Stochastic Volatility Estimation Using Particle Filters |
scientific article |
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Multivariate Stochastic Volatility Estimation Using Particle Filters (English)
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25 February 2016
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multivariate volatility
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particle filters
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skew-\(t\) distribution
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Wishart process
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