Filtering for stochastic volatility from point process observation
p. 168-177
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
H. : ĐHQGHN
2017
|
| Subjects: | |
| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/57451 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Vietnam National University, Hanoi |
| Language: | English |