Home › Entities › academia › Filterbased stochastic volatility in continuous-time hidden Markov models

Filterbased stochastic volatility in continuous-time hidden Markov models

Research article (Econometrics and Statistics, 2016) · cited 11× · AI/ML
academia openalex:W2301340049
Press Enter · cited answer in seconds

Filterbased stochastic volatility in continuous-time hidden Markov models

Summary

Filterbased stochastic volatility in continuous-time hidden Markov models is a scholarly article[1].

Key Facts

  • Filterbased stochastic volatility in continuous-time hidden Markov models's instance of is recorded as scholarly article[2].

Related Entities

Vikram Krishnamurthy

References

Programmatic citations — every numbered marker resolves to a verifiable graph row below.

Direct Wikidata claims

  1. [2] ↑ . wikidata.org.

Class ancestry

  1. [1] ↑ . Wikidata. wikidata.org.

📑 Cite this page

Use these citations when quoting this entity in research, articles, AI prompts, or wherever provenance matters. We aggregate Wikidata + Wikipedia + authoritative open-data sources; the stitched, scored, cross-referenced view is what 4ort.xyz contributes.

APA 4ort.xyz Knowledge Graph. (2026). Filterbased stochastic volatility in continuous-time hidden Markov models. Retrieved May 24, 2026, from https://4ort.xyz/entity/filterbased-stochastic-volatility-in-continuous-time-hidden-markov-models
MLA “Filterbased stochastic volatility in continuous-time hidden Markov models.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/filterbased-stochastic-volatility-in-continuous-time-hidden-markov-models.
BibTeX @misc{4ortxyz_filterbased-stochastic-volatility-in-continuous-time-hidden-markov-models_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Filterbased stochastic volatility in continuous-time hidden Markov models}}, year = {2026}, url = {https://4ort.xyz/entity/filterbased-stochastic-volatility-in-continuous-time-hidden-markov-models}, note = {Accessed: 2026-05-24}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Filterbased stochastic volatility in continuous-time hidden Markov models — https://4ort.xyz/entity/filterbased-stochastic-volatility-in-continuous-time-hidden-markov-models (retrieved 2026-05-24)

Canonical URL: https://4ort.xyz/entity/filterbased-stochastic-volatility-in-continuous-time-hidden-markov-models · Last refreshed: