Please use this identifier to cite or link to this item: 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:Mathematical Science
Publications
Dept of Mathematics Research Papers

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