Improved unscented Kalman smoothing for stock volatility estimation

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Publication year
2004
Author(s)
Zoeter, O.R.
Ypma, A.
Heskes, T.M.
Publisher
Piscataway, N.J. : IEEE Computer Society
ISBN
0780386086
In
2004 IEEE Workshop on Machine Learning for Signal Processig: Sao Luis, Brazil 29 September - 01 October 2004, pp. 143-152
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Publication type
Article in monograph or in proceedings
If a DOI or any other persistent identifier is unavailable, please use the following repository identifier to link to this item: https://hdl.handle.net/2066/60542   https://hdl.handle.net/2066/60542
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