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 | 
|  | Update Item | 
 
        


