Estimation of Stochastic Volatility Models by Nonparametric Filtering

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

29 Citations (Scopus)
216 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Estimation of Stochastic Volatility Models by Nonparametric Filtering'. Together they form a unique fingerprint.

Mathematics