Integrating Volatility Models within State Space Frameworks for Commodity Return Analysis

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.net/journal/jfrm
E-mail: [email protected]

Citations

"Integrating Volatility Models within State Space Frameworks for Commodity Return Analysis"
written by Kisswell Basira, Lawrence Dhliwayo, Florance Matarise,
published by Journal of Financial Risk Management, Vol.14 No.3, 2025

has been cited by the following article(s):

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[1]	Enhanced state-space estimation of long-memory commodity volatility using the Unscented Kalman Filter and variational Bayes method for non-linear modeling Frontiers in Applied Mathematics and Statistics, 2026 DOI:10.3389/fams.2025.1706220