Original language | English |
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Title of host publication | The Oxford Handbook of Computational Economics and Finance |
Publisher | Oxford University Press |
Pages | 249-266 |
ISBN (Print) | 9780199844371 |
DOIs | |
Publication status | Published - 1 Apr 2018 |
Particle Filters for Markov Switching Stochastic Volatility Models
Yun Bao, Carl Chiarella, Boda Kang
Research output: Chapter in Book/Report/Conference proceeding › Chapter