Search for: [Subject and Keywords = multivariate stochastic volatility] OR [Subject and Keywords = iterated filtering] OR [Subject and Keywords = particle filters] OR [Subject and Keywords = Cholesky Multivariate Stochastic Volatility] OR [Subject and Keywords = wielowymiarowe modele stochastycznej zmienności] OR [Subject and Keywords = iterowana filtracja] OR [Subject and Keywords = filtry cząsteczkowe] OR [Title = Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering] OR [Creator = Szczepocki, Piotr]
