Discretised non-linear filtering for dynamic latent variable models : with application to stochastic volatility / Adam Clements, Stan Hurn and Scott White
- Bib ID:
- 3125899
- Format:
- Book
- Author:
- Clements, Adam
- Description:
-
- Brisbane : School of Economics and Finance, Queensland University of Technology, 2004
- 22 p. ; 21 cm.
- Series:
- Discussion papers in economics, finance and international competitiveness ; no. 179.
- Notes:
-
- Cover title
- "May 2004"
- Series edited by Associate Professor Andrew C. Worthington
- Bibliography: p. 21-22
- Subject:
- Economics -- Mathematical models
- Other authors/contributors:
- Copyright:
-
In Copyright
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Copyright status was determined using the following information:
- Material type:
- Literary Dramatic Musical
- Published status:
- Published
- Publication date:
- 2004
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