@inproceedings{2004-Zoeter-KalmanSmoothing, author = "{Zoeter}, O. and {Ypma}, A. and {Heskes}, T.", title = "{Improved unscented Kalman smoothing for stock volatility estimation}", editor = "{Bassos}, A. and {Principe}, J. and {Larsen}, J. and {Adali}, T. and {Douglas}, S.", year = "2004", code = "icis.NIII-R0452", research_group = "iris", class = "Conference" }