Non-linear filtering with state dependant transition probabilities : a threshold (size effect) SV model /

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Bibliographische Detailangaben
1. Verfasser: Clements, Adam
Körperschaft: Queensland University of Technology. School of Economics and Finance
Weitere Verfasser: White, Scott
Format: Buch
Sprache:English
Veröffentlicht: Brisbane : School of Economics and Finance, Queensland University of Technology, 2005.
Schriftenreihe:Discussion papers in economics, finance and international competitiveness ; no. 191.
Schlagworte:
Online Zugang:Electronic version
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245 1 0 |a Non-linear filtering with state dependant transition probabilities :  |b a threshold (size effect) SV model /  |c Adam Clements & Scott White. 
260 |a Brisbane :  |b School of Economics and Finance, Queensland University of Technology,  |c 2005. 
300 |a 18 p. ;  |c 21 cm. 
490 1 |a Discussion paper / Queensland University of Technology, School of Economics and Finance,  |x 1324-5910 ;  |v no. 191 
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