【作者(必填)】Robert J. Elliotta, b, , Chuin Ching Liewc, [url=][/url], Tak Kuen Siud, [url=http://www.sciencedirect.com/science/article/pii/S0096300311007223#cor1][/url],

【文题(必填)】On filtering and estimation of a threshold stochastic volatility model

【年份(必填)】2011

【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0096300311007223

【文题(必填)】A threshold factor multivariate stochastic volatility model
【年份(必填)】2009
【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/for.1123/abstract;jsessionid=A1308A12AB215407606EE74986B6AF29.d01t04


【文题(必填)】
An empirical Bayesian forecast in the threshold stochastic volatility models【年份(必填)】2011
【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/00949655.2011.620251#preview