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"Online Estimation of Time-Varying Volatility Using a Continuous-Discrete ..."

Elisabeth Lahalle, Hana Baili, Jacques Oksman (2008)

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DOI: 10.1155/2008/532760

access: open

type: Journal Article

metadata version: 2020-03-12

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  - journals/ejasp/LahalleBO08
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  - https://dblp.org/rec/journals/ejasp/LahalleBO08
Elisabeth Lahalle, Hana Baili, Jacques Oksman:
Online Estimation of Time-Varying Volatility Using a Continuous-Discrete LMS Algorithm. EURASIP J. Adv. Signal Process. 2008 (2008)

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