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"Estimating stochastic volatility via filtering for the micromovement of ..."

Yong Zeng (2004)

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DOI: 10.1109/TAC.2004.824478

access: closed

type: Journal Article

metadata version: 2020-05-20

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Yong Zeng:
Estimating stochastic volatility via filtering for the micromovement of asset prices. IEEE Trans. Autom. Control. 49(3): 338-348 (2004)

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