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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