A Perturbation Approach to Nonlinear Filtering: The Case of Stochastic Volatility | Department of Economics

Monday, September 10, 2018 - 4:30pm - Monday, September 10, 2018 - 6:00pm

Econometrics Seminar

PCPSE Room 200
United States

More about Ivana Komunjer

(joint with N. Sizova)

Ivana Komunjer

Ivana Komunjer

Georgetown

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