A t-distribution based particle filter for univariate and multivariate stochastic volatility models
2015 ◽
Vol 34
(2)
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pp. 227-242
2012 ◽
Vol 02
(01)
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pp. 83-89
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2012 ◽
Vol 3
(1)
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pp. 66-94
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Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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2008 ◽
Vol 2008
(0)
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pp. 8-13
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2014 ◽
Vol 21
(8)
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pp. 923-927
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2007 ◽
Vol 14
(2)
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pp. 127-133
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