Estimation of the stochastic volatility by Markov Chain Monte Carlo
Hans Boscher, Eva-Maria Fronk, and Iris Pigeot
| Year of publication: |
1998
|
|---|---|
| Authors: | Boscher, Hans |
| Other Persons: | Fronk, Eva-Maria (contributor) ; Pigeot, Iris (contributor) |
| Published in: |
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables. - Heidelberg : Physica-Verl., ISBN 3-7908-1116-5. - 1998, p. 189-203
|
| Subject: | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Währungsderivat | Currency derivative | Deutschland | Germany | USA | United States | Japan |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001301445