Particle Filters for Markov Switching Stochastic Volatility Models

Research output: Chapter in Book/Report/Conference proceedingChapter



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
PublisherOxford University Press
Original languageEnglish
ISBN (Print)9780199844371

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