Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process
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| Format: | Article |
| Language: | English |
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Exeley Inc.
2020-06-01
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| Series: | Statistics in Transition |
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| Online Access: | https://www.exeley.com/exeley/journals/statistics_in_transition/21/2/pdf/10.21307_stattrans-2020-019.pdf |