Stochastic Volatility Model with Filtering (Q5478920)
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scientific article; zbMATH DE number 5041004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility Model with Filtering |
scientific article; zbMATH DE number 5041004 |
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Stochastic Volatility Model with Filtering (English)
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13 July 2006
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EM algorithm
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Filtering
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Markov switching
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Stochastic volatility
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