Kawakatsu, Hiroyuki <br/><br/>
Numerical integration based gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models 
 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;Numerical integration;Mixture gaussian