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http://bura.brunel.ac.uk/handle/2438/608| Title: | Linear State Models for Volatility Estimation and Prediction |
| Authors: | Hawkes, R Date, P |
| Keywords: | stochastic volatility;Kalman filtering |
| Issue Date: | 2006 |
| Publisher: | Brunel University |
| Series/Report no.: | ;CTR/50/06 |
| URI: | http://bura.brunel.ac.uk/handle/2438/608 |
| Appears in Collections: | Publications Dept of Mathematics Research Papers Mathematical Sciences |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| richard_paresh.pdf | 436.17 kB | Adobe PDF | View/Open |
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