VOLATILITY RESEARCH BASED ON THE MODIFIED UNSCENTED KALMAN FILTER

LIU Weiqi,LI Le

Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (6) : 884-892.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (6) : 884-892. DOI: 10.12341/jssms12815

VOLATILITY RESEARCH BASED ON THE MODIFIED UNSCENTED KALMAN FILTER

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(6): 884-892 https://doi.org/10.12341/jssms12815

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