Online Estimation of Time-Varying Volatility Using a...

EURASIP Journal on Advances in Signal Processing (Hindawi Publishing Corporation) 2008 Vol. 2008; Iss. 1

Online Estimation of Time-Varying Volatility Using a Continuous-Discrete LMS Algorithm

Lahalle, Elisabeth, Baili, Hana, Oksman, Jacques
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Volume:
2008
Year:
2008
Language:
english
Journal:
EURASIP Journal on Advances in Signal Processing
DOI:
10.1155/2008/532760
File:
PDF, 1.11 MB
english, 2008
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