Optimal Filter Approximations for Latent Long Memory Stochastic Volatility
Crossref DOI link: https://doi.org/10.1007/s10614-019-09933-8
Published Online: 2019-10-23
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yap, Grace Lee Ching https://orcid.org/0000-0002-9352-0982
Text and Data Mining valid from 2019-10-23
Version of Record valid from 2019-10-23
Article History
Accepted: 3 October 2019
First Online: 23 October 2019