Non-linear filtering with state dependant transition probabilities : a threshold (size effect) SV model /
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| Format: | Book |
| Language: | English |
| Published: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
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| Series: | Discussion papers in economics, finance and international competitiveness ;
no. 191. |
| Subjects: | |
| Online Access: | Electronic version |
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| Copy 1 | Available Place a Hold |
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