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Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3. (2006). Hurn, Stan ; Clements, Adam ; White, Scott.
In: NCER Working Paper Series.
RePEc:qut:auncer:2006-3.

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  1. Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models. (2013). McCabe, Brendan ; Martin, Gael ; Forbes, Catherine ; McCabe, Brendan P. M., ; Ng, Jason .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:3:p:411-430.

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  2. Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models. (2011). McCabe, Brendan ; Martin, Gael ; Forbes, Catherine ; Brendan P. M. McCabe, ; Ng, Jason .
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2011-11.

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References

References cited by this document

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