"Multivariate Stochastic Volatility Models with Dual Dynamic Correlations: A Monte Carlo Particle Filtering Approach"

二つ目は「国際統計計算機学会2008年大会」12月7日(日）の

Koiti Yano, Hajime Wago, and Seisho Sato, "Multivariate Stochastic Volatility Models with Dual Dynamic Correlations: A Monte Carlo Particle Filtering Approach," International Association for Statistical Computing Meeting 2008.

http://jasp.ism.ac.jp/~iasc2008/SciProgram.html

どちらの研究発表も頑張りますので、よろしくお願いいたします。