Kalman filter-based modelling and forecasting of stochastic volatility with threshold

By Himadri Ghosh, Bishal Gurung, Prajneshu. 2015

13 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

Citations in the corpus

• Recurrent Neural Filters: Learning Independent Bayesian Filtering Steps for Time Series Prediction (2019, neutral): “Bayesian filtering (Candy, 2009) has been extensively used within the domain of time series prediction, with numerous applications across different fields – including target tracking (Haug, 2012), robotics (Barfoot, 2017), finance (Ghosh et al., 2015), and medicine (Sukkar et al., 2012).”