TY  - BOOK
AU  - Kawakatsu, Hiroyuki
TI  - Numarical integration based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
PY  - 2007///
KW  - Econometrics
KW  - Stochastic volatility;Nonlinear filtering;Leverage effect;Numericalintegration;Mixture gaussian
ER  -