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"On filtering and estimation of a threshold stochastic volatility model."

Robert J. Elliott, Chuin Ching Liew, Tak Kuen Siu (2011)

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DOI: 10.1016/J.AMC.2011.05.052

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/amc/ElliottLS11
Robert J. Elliott, Chuin Ching Liew, Tak Kuen Siu:
On filtering and estimation of a threshold stochastic volatility model. Appl. Math. Comput. 218(1): 61-75 (2011)

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