# Filterbased stochastic volatility in continuous-time hidden Markov models

> Research article (Econometrics and Statistics, 2016) · cited 11× · AI/ML

**Wikidata**: [openalex:W2301340049](https://www.wikidata.org/wiki/openalex:W2301340049)  
**Source**: https://4ort.xyz/entity/filterbased-stochastic-volatility-in-continuous-time-hidden-markov-models