A non-linear filtering approach to stochastic volatility models with an application to daily stock returns

Journal of Applied Econometrics

Volumn 14, Issue 2, 1999, Pages 101-121

  Watanabe, Toshiaki ^a  

^a TOKYO METROPOLITAN UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033409090     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199903/04)14:2<101::AID-JAE499>3.0.CO;2-A     Document Type: Article

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