Brunel University Research Archive (BURA) >
Research Areas >
Computer Science >

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
Publication Date: 2006
Publisher: Brunel University
Series/Report no.: ;CTR/50/06
URI: http://bura.brunel.ac.uk/handle/2438/608
Appears in Collections:School of Information Systems, Computing and Mathematics Research Papers
Mathematical Science
Computer Science

Files in This Item:

File Description SizeFormat
richard_paresh.pdf436.17 kBAdobe PDFView/Open

Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.

 


Library (c) Brunel University.    Powered By: DSpace
Send us your
Feedback. Last Updated: September 14, 2010.
Managed by:
Hassan Bhuiyan