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: | Publications Dept of Mathematics Research Papers Mathematical Sciences |
Files in This Item:
File | Description | Size | Format | |
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richard_paresh.pdf | 436.17 kB | Adobe PDF | View/Open |
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