Mixture distribution‐based forecasting using stochastic volatility models (Q5430323)
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scientific article; zbMATH DE number 5220025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixture distribution‐based forecasting using stochastic volatility models |
scientific article; zbMATH DE number 5220025 |
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Mixture distribution‐based forecasting using stochastic volatility models (English)
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16 December 2007
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forecasting
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stochastic volatility
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mixture distributions
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discretized non-linear filtering
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