Forecasting Latent Volatility through a Markov Chain Approximation Filter (Q4687581)
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scientific article; zbMATH DE number 6952574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Latent Volatility through a Markov Chain Approximation Filter |
scientific article; zbMATH DE number 6952574 |
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Forecasting Latent Volatility through a Markov Chain Approximation Filter (English)
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12 October 2018
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filtering variance
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forecasting probability
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continuous time Markov chains
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