"Particle Filtering of Stochastic Volatility Modeled With Leverage."

Petar M. Djuric, Mahsiul Khan, Douglas E. Johnston (2012)

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DOI: 10.1109/JSTSP.2012.2201695

access: closed

type: Journal Article

metadata version: 2020-07-09

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Petar M. Djuric, Mahsiul Khan, Douglas E. Johnston:
Particle Filtering of Stochastic Volatility Modeled With Leverage. IEEE J. Sel. Top. Signal Process. 6(4): 327-336 (2012)

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