Non-linear filtering with state dependant transition probabilities : a threshold (size effect) SV model /
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
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| Schriftenreihe: | Discussion papers in economics, finance and international competitiveness ;
no. 191. |
| Schlagworte: | |
| Online Zugang: | Electronic version |
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