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J-GLOBAL ID：201902212469338416   Reference number：19S0042534

On parameter estimation of stochastic volatility models from stock data using particle filter -application to aex index-

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Author (3)：
Aihara, Shin Ichi

About Aihara, Shin Ichi

(department of Mechanics and Systems Design, Tokyo University of Science)

About department of Mechanics and Systems Design, Tokyo University of Science

, 
Bagchi, Arunabha

About Bagchi, Arunabha

(Nagano)

About Nagano

, 
Saha, Saikat

About Saha, Saikat

(Department of Applied Mathematics, University of Twente)

About Department of Applied Mathematics, University of Twente


Material：
International Journal of Innovative Computing, Information and Control

About International Journal of Innovative Computing, Information and Control


Volume： 5  Issue： 1  Page： 17-27  Publication year： 2009 
JST Material Number： SCOPUS  ISSN： 1349-4198 
Country of issue： Japan (JPN)  Language： English (EN)

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