Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models

✍ Scribed by Hiroyuki Kawakatsu

• Book ID: 110880054
• Publisher: John Wiley and Sons
• Year: 2007
• Tongue: English
• Weight: 509 KB
• Volume: 10
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2007.00211.x