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About this Economics, Econometrics and Finance article
An Unscented Kalman Smoother for Volatility Extraction: Evidence from Stock Prices and Options by Li, Junye is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Li, Junye
- Publisher
- Social Science Electronic Publishing; Publons; Research Square; Elsevier BV (ISSN 1556-5068)
- Published
- 2012
- Field
- Economics, Econometrics and Finance (Social Sciences)