Online estimation of stochastic volatility for asset returns

Ivette Luna, Rosangela Ballini. Online estimation of stochastic volatility for asset returns. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-7, IEEE, 2012. [doi]

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