Particle Filters for Markov Switching Stochastic Volatility Models

Research output: Chapter in Book/Report/Conference proceedingChapter

Author(s)

Department/unit(s)

Publication details

Title of host publicationThe Oxford Handbook of Computational Economics and Finance
DateAccepted/In press - 2014
DateE-pub ahead of print - Feb 2018
DatePublished (current) - 1 Apr 2018
Pages249-266
PublisherOxford University Press
Original languageEnglish
ISBN (Print)9780199844371

Discover related content

Find related publications, people, projects, datasets and more using interactive charts.

View graph of relations