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Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation

  1. Title Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation
    Author infoJiří Witzany, Milan Fičura
    Author Witzany Jiří
    Co-authors Fičura Milan
    Source document Finance a úvěr : Czech Journal of Economics and Finance. Roč. 69, č. 5 (2019), s. 463-488. - Praha : UK Praha, Fakulta sociálních věd, 2019. ISSN 2464-7683
    Document kindschedule of articles from periodics
    LanguageEnglish
    Country of EditionCzech Republic
    DatabaseARTICLES
    ReferencesPERIODIKÁ-Súborný záznam periodika
    Numbers2019: 5

    File nameSizeTyp prístupu
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