Non-linear filtering with state dependant transition probabilities : a threshold (size effect) SV model /
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| Main Author: | |
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| Corporate Author: | |
| Other Authors: | |
| 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 |
| Item Description: | Cover title. "April 2005"--Cover. |
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| Physical Description: | 18 p. ; 21 cm. Also available online. |
| Bibliography: | Bibliography: p. 15-18. |
| ISSN: | 1324-5910 ; |