Author:
Nagakura Daisuke,Takano Yutaro
Reference10 articles.
1. Testing for a single-factor stochastic volatility in bivariate series;Masaru Chiba;Journal of Risk and Financial Management,2013
2. Stochastic Volatility;E Ghysels;Statistical Methods in Finance,1996
3. Forecasting;A C Harvey;Structural Time Series Models and the Kalman Filter,1989
4. Computing exact score vectors for linear Gaussian state space models
5. Specification testing in Markov-switching time-series models;J D Hamilton;Journal of Econometrics,1996
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献