A new particle filtering approach to estimate stochastic volatility models with Markov-switching
2018 ◽
Vol 8
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pp. 204-230
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2007 ◽
Vol 51
(9)
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pp. 4526-4542
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1999 ◽
Vol 14
(2)
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pp. 101-121
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2014 ◽
Vol 66
(3)
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pp. 527-552
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2018 ◽
Vol 22
(3)
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pp. 65-88
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