Filtering in Finance-Reference-Cited by-同舟云学术

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Filtering in Finance

Published:2003-05 Issue:3 Volume:2003 Page:67-83
ISSN:1540-6962
Container-title:Wilmott
language:en
Short-container-title:Wilmott

Author:

Javaheri Alireza,Lautier Delphine,Galli Alain

Publisher

Wilmott Magazine Ltd

Reference31 articles.

1. Range-Based Estimation of Stochastic Volatility Models

2. (1979) “Optimal Filtering” Englewood Cliffs, Prentice Hall.

Cited by 20 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

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3. Deep Kalman Filters Can Filter;SSRN Electronic Journal;2023

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