Stochastic Volatility Model with Filtering
Work
Year: 2006
Type: article
Authors Robert J. Elliott, Hong Miao
Institution University of Calgary
Cites: 14
Cited by: 12
Related to: 10
FWCI: 0.308
Citation percentile (by year/subfield): 76.43
Subfield: Finance
Domain: Social Sciences
Open Access status: closed