Hybrid metaheuristic particle filters for stochastic volatility estimation

2012 ◽  
Author(s):  
Robert Elliott Smith ◽  
Muhammad Shakir Hussain
Keyword(s):  
Stochastic Volatility ◽  
Particle Filters ◽  
Volatility Estimation ◽  
Hybrid Metaheuristic

scholarly journals Volatility Estimation of Financial Returns Using Risk-Sensitive Particle Filters

2013 ◽  
Vol 22 (3) ◽  
Author(s):  
Karel MUNDNICH ◽  
Marcos E. ORCHARD ◽  
Jorge F. SILVA ◽  
Patricio PARADA
Keyword(s):  
Particle Filters ◽  
Financial Returns ◽  
Volatility Estimation ◽  
Risk Sensitive
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