"Modeling volatility using state space models with heavy tailed distributions."

Frank M. de Pinho, Glaura C. Franco, Ralph S. Silva (2016)

> Home

Details and statistics

DOI: 10.1016/J.MATCOM.2015.08.005

access: closed

type: Journal Article

metadata version: 2020-03-04

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcs/PinhoFS16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/PinhoFS16
Frank M. de Pinho, Glaura C. Franco, Ralph S. Silva:
Modeling volatility using state space models with heavy tailed distributions. Math. Comput. Simul. 119: 108-127 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.