Real time estimation of stochastic volatility processes
Gerencsér, László and Orlovits, Zsanett (2012) Real time estimation of stochastic volatility processes. ANNALS OF OPERATIONS RESEARCH, 200 (1). pp. 223-246. ISSN 0254-5330 10.1007/s10479-011-0976-2
Full text not available from this repository.| Item Type: | ISI Article |
|---|---|
| Subjects: | Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány |
| Divisions: | Systems and Control Lab |
| Depositing User: | EPrints Admin |
| Date Deposited: | 16 Jan 2014 10:30 |
| Last Modified: | 05 Feb 2014 12:28 |
| URI: | https://eprints.sztaki.hu/id/eprint/7367 |
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