Filtering and identification of stochastic volatility for infinite-dimensional factor model

ShinIchi Aihara, Arunabha Bagchi

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

Original language	Undefined
Title of host publication	Proceedings of JAFEE 2005 Winter Meeting
Pages	220-235
Number of pages	15
Publication status	Published - 5 Dec 2005

Keywords

@inproceedings{d6f4fd3349fd46d88e63a10c851fd09a,

title = "Filtering and identification of stochastic volatility for infinite-dimensional factor model",

keywords = "METIS-226680",

author = "ShinIchi Aihara and Arunabha Bagchi",

year = "2005",

month = dec,

day = "5",

language = "Undefined",

pages = "220--235",

booktitle = "Proceedings of JAFEE 2005 Winter Meeting",

}