A comparison between alternative volatility estimations: Application on blood oxygen concentration of preterm infants

X. Zhao, Q. Hou, D. Lee, M. Reale, C. Scarrott, G. Russell, A. MacDonald, Marina Zahari

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish
Title of host publicationMODSIM07 - Land, Water and Environmental Management
Subtitle of host publicationIntegrated Systems for Sustainability, Proceedings
Pages2027-2033
Number of pages7
Publication statusPublished - 1 Dec 2007
Externally publishedYes
EventInternational Congress on Modelling and Simulation - Land, Water and Environmental Management: Integrated Systems for Sustainability, MODSIM07 - Christchurch, New Zealand
Duration: 10 Dec 200713 Dec 2007

Other

OtherInternational Congress on Modelling and Simulation - Land, Water and Environmental Management: Integrated Systems for Sustainability, MODSIM07
CountryNew Zealand
CityChristchurch
Period10/12/0713/12/07

Fingerprint

Blood
blood
oxygen
Oxygen
comparison
volatility
infant

Keywords

  • Particle filter
  • Realized volatility
  • Stochastic volatility

ASJC Scopus subject areas

  • Renewable Energy, Sustainability and the Environment
  • Water Science and Technology

Cite this

Zhao, X., Hou, Q., Lee, D., Reale, M., Scarrott, C., Russell, G., ... Zahari, M. (2007). A comparison between alternative volatility estimations: Application on blood oxygen concentration of preterm infants. In MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings (pp. 2027-2033)

A comparison between alternative volatility estimations : Application on blood oxygen concentration of preterm infants. / Zhao, X.; Hou, Q.; Lee, D.; Reale, M.; Scarrott, C.; Russell, G.; MacDonald, A.; Zahari, Marina.

MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings. 2007. p. 2027-2033.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Zhao, X, Hou, Q, Lee, D, Reale, M, Scarrott, C, Russell, G, MacDonald, A & Zahari, M 2007, A comparison between alternative volatility estimations: Application on blood oxygen concentration of preterm infants. in MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings. pp. 2027-2033, International Congress on Modelling and Simulation - Land, Water and Environmental Management: Integrated Systems for Sustainability, MODSIM07, Christchurch, New Zealand, 10/12/07.
Zhao X, Hou Q, Lee D, Reale M, Scarrott C, Russell G et al. A comparison between alternative volatility estimations: Application on blood oxygen concentration of preterm infants. In MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings. 2007. p. 2027-2033
Zhao, X. ; Hou, Q. ; Lee, D. ; Reale, M. ; Scarrott, C. ; Russell, G. ; MacDonald, A. ; Zahari, Marina. / A comparison between alternative volatility estimations : Application on blood oxygen concentration of preterm infants. MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings. 2007. pp. 2027-2033
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