Pages that link to "Item:Q2361173"
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The following pages link to An unscented Kalman smoother for volatility extraction: evidence from stock prices and options (Q2361173):
Displaying 4 items.
- RcppArmadillo: accelerating R with high-performance C++ linear algebra (Q1621385) (← links)
- A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
- Editorial: The third special issue on statistical signal extraction and filtering (Q2361171) (← links)
