Kawakatsu, Hiroyuki <br/><br/>
Numarical integration based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models 
 J8302  2007 

 -  2007 
 - 342-358  V.  10  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Stochastic volatility;Nonlinear filtering;Leverage effect;Numericalintegration;Mixture gaussian;