Gaussian Process Regression Stochastic Volatility Model for Financial Time Series

Jianan Han, Xiao-Ping Zhang, Fang Wang. Gaussian Process Regression Stochastic Volatility Model for Financial Time Series. J. Sel. Topics Signal Processing, 10(6):1015-1028, 2016. [doi]

Authors

Jianan Han

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Xiao-Ping Zhang

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Fang Wang

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