SZCZEPOCKI, P. Application of Kalman Filter to Stochastic Volatility Models of the Orstein‑Uhlenbeck Type. Acta Universitatis Lodziensis. Folia Oeconomica, [S. l.], v. 4, n. 337, p. 183–201, 2018. DOI: 10.18778/0208-6018.337.12. Disponível em: https://www.czasopisma.uni.lodz.pl/foe/article/view/954. Acesso em: 3 may. 2024.