Kalman filter-based modelling and forecasting of stochastic volatility with threshold
Crossref DOI link: https://doi.org/10.1080/02664763.2014.963524
Published Online: 2014-10-08
Published Print: 2015-03-04
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Ghosh, Himadri
Gurung, Bishal
Prajneshu,
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=cjas20
