1. Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation
Title | Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation | ||||||||
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Author info | Jiří 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 kind | schedule of articles from periodics | ||||||||
Language | English | ||||||||
Country of Edition | Czech Republic | ||||||||
Database | ARTICLES | ||||||||
References | PERIODIKÁ-Súborný záznam periodika | ||||||||
Numbers | 2019: 5 | ||||||||
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