Nonlinear filter estimation of volatility (Q3580107)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonlinear filter estimation of volatility |
scientific article; zbMATH DE number 5769163
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonlinear filter estimation of volatility |
scientific article; zbMATH DE number 5769163 |
Statements
Nonlinear Filter Estimation of Volatility (English)
0 references
11 August 2010
0 references
EM algorithm
0 references
nonlinear filters
0 references
reference probability approach
0 references
time series
0 references
volatility
0 references
0.8416552543640137
0 references
0.8377090692520142
0 references
0.8265450596809387
0 references
0.8229631185531616
0 references
0.8103384375572205
0 references
