[1]
Szczepocki, P. 2018. Application of Kalman Filter to Stochastic Volatility Models of the Orstein‑Uhlenbeck Type. Acta Universitatis Lodziensis. Folia Oeconomica. 4, 337 (Sep. 2018), 183–201. DOI:https://doi.org/10.18778/0208-6018.337.12.