Toshiaki Watanabe: "A Non-Linear Filtering Approach to Stochastic Volatility Models with an Application to Daily Stock Returns"Journal of Applied Econometrics. 14. 101-121 (1999)
Toshiaki Watanabe: "A Non-Linear Filtering Approach to Stochastic Volatility Models with an Application to Daily Stock Returns"Journal of Applied Econometrics. 14. 101-121 (1999)
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Toshiaki Watanabe:“随机波动率模型的非线性过滤方法及其在每日股票回报中的应用”应用计量经济学杂志。
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