Hybrid metaheuristic particle filters for stochastic volatility estimation
Keyword(s):
Keyword(s):
2017 ◽
Vol 46
(10)
◽
pp. 7942-7956
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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2000 ◽
Vol 2000
(0)
◽
pp. 321-326