J.Q. Smith and Antonio Santos
Hsieh DA. 1993. Implications of nonlinear dynamics for financial risk management.
Journal of Financial and Quantitative Analysis 28: 41-64.
Kong A, Liu JS, Wong WH. 1994. Sequential imputations and bayesian missing
data problems. Journal of the American Statistical Association 89: 278-288.
Liu JS. 2001. Monte Carlo Strategies in Scientific Computing. Springer.
Liu JS, Chen R. 1998. Sequential monte carlo methods for dynamic systems.
Journal of the American Statistical Association 93: 1032-1044.
Pitt MK, Shephard N. 1999. Filtering via simulation: Auxiliary particle filters.
Journal of the American Statistical Association 94: 590-599.
Pitt MK, Shephard N. 2001. Auxiliary variable based particle filters. In Sequential
Monte Carlo Methods in Practice, A. Doucet, J. F. G. de Freitas, and N. J.
Gordon (eds.), pp. 273-293. New York: Springer-Verlag.
Robert CP, Casella G. 1999. Monte Carlo Statistical Methods. New York:
Springer-Verlag.
Taylor SJ. 1986. Modelling Financial Time Series. Chichester: Wiley.
Taylor SJ. 1994. Modeling stochastic volatility: A review and comparative study.
Mathematical Finance 4: 183-204.
G.E.M.F - F.E.U.C.
22
More intriguing information
1. The name is absent2. Beyond Networks? A brief response to ‘Which networks matter in education governance?’
3. The name is absent
4. EU Preferential Partners in Search of New Policy Strategies for Agriculture: The Case of Citrus Sector in Trinidad and Tobago
5. The Effects of Reforming the Chinese Dual-Track Price System
6. Globalization, Divergence and Stagnation
7. Feature type effects in semantic memory: An event related potentials study
8. The name is absent
9. Voluntary Teaming and Effort
10. Infrastructure Investment in Network Industries: The Role of Incentive Regulation and Regulatory Independence