Authors Michael Johannes and Nicholas Polson Format Chapter Publication Date January 1, 2009 Book Handbook of Financial Time Series Full Citation Johannes, Michael and Nicholas Polson. “Particle Filtering.” In Handbook of Financial Time Series, edited by Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, and Thomas Mikosch, 1015-1030. Germany: Springer-Verlag, 2009.
Full Citation Johannes, Michael and Nicholas Polson. “Particle Filtering.” In Handbook of Financial Time Series, edited by Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, and Thomas Mikosch, 1015-1030. Germany: Springer-Verlag, 2009.