Particle Filters for Markov Switching Stochastic Volatility Models

Yun Bao, Carl Chiarella, Boda Kang

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationThe Oxford Handbook of Computational Economics and Finance
PublisherOxford University Press
Pages249-266
ISBN (Print)9780199844371
DOIs
Publication statusPublished - 1 Apr 2018

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