Non-linear filtering for stochastic volatility models with heavy tails and leverage /
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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. 192. |
| Subjects: |
| Item Description: | Cover title. "April 2005"--Cover. |
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| Physical Description: | 20 p. ; 21 cm. |
| Bibliography: | Bibliography: p. 18-20. |
| ISSN: | 1324-5910 ; |