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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/608Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Hawkes, R | - |
| dc.contributor.author | Date, P | - |
| dc.coverage.spatial | 65 | en |
| dc.date.accessioned | 2007-02-14T11:52:05Z | - |
| dc.date.available | 2007-02-14T11:52:05Z | - |
| dc.date.issued | 2006 | - |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/608 | - |
| dc.format.extent | 446643 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en | - |
| dc.publisher | Brunel University | en |
| dc.relation.ispartofseries | ;CTR/50/06 | - |
| dc.subject | stochastic volatility | en |
| dc.subject | Kalman filtering | en |
| dc.title | Linear State Models for Volatility Estimation and Prediction | en |
| dc.type | Report | en |
| 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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