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[IEEE 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - London, UK (2014.3.27-2014.3.28)] 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - Nonlinear filtering of asymmetric stochastic volatility models and Value-at-Risk estimation
Nikolaev, Nikolay Y., de Menezes, Lilian M., Smirnov, EvgueniYear:
2014
Language:
english
DOI:
10.1109/cifer.2014.6924089
File:
PDF, 320 KB
english, 2014