
Enhanced state-space estimation of long-memory commodity volatility using the Unscented Kalman Filter and variational Bayes method for non-linear modeling
<a href="https://news.google.com/rss/articles/CBMisAFBVV95cUxONkI4cDRSVGcxcmxDZzFRcGs2YWdOMXFPYW12allpdVZBZmZ1a3djT0xhbVNSZi03dUoxS2NaVmVwaDIxcVdycXpHR0hxYnZIT2YzbTFTeGRhNmF1ZFp3ZVlLbFhIQUdnNjY4azdRdHVEX0RyU1JTVzFWMUxkMW5jd2lFc1BVbXhJeUVueUpqOGlydzUxOVlTcDA4ZnJWVU94RWhRQXBLQm15MDNsUzNzOA?oc=5" target="_blank">Enhanced state-space estimation of long-memory commodity volatility using the Unscented Kalman Filter and variational Bayes method for non-linear modeling</a>&nbsp;&nbsp;<font color="#6f6f6f">Frontiers</font>
