Johannes, Michael, and Nicholas Polson. "Particle Filtering." In Handbook of Financial Time Series, 1015-1030. Ed. Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, and Thomas Mikosch. Germany: Springer-Verlag, 2009.
Each author name for a Columbia Business School faculty member is linked to a faculty research page, which lists additional publications by that faculty member.
Each topic is linked to an index of publications on that topic.