"Gaussian Process Regression Stochastic Volatility Model for Financial Time ..."

Jianan Han, Xiao-Ping Zhang, Fang Wang (2016)

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DOI: 10.1109/JSTSP.2016.2570738

access: closed

type: Journal Article

metadata version: 2021-09-01

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Jianan Han, Xiao-Ping Zhang, Fang Wang:
Gaussian Process Regression Stochastic Volatility Model for Financial Time Series. IEEE J. Sel. Top. Signal Process. 10(6): 1015-1028 (2016)

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