Parameter estimation for stock models with non-constant volatility using Markov chain Monte Carlo methods

Markus Hahn, Wolfgang Putschögl, and Jörn Sass

Year of publication:	2007
Authors:	Hahn, Markus ; Putschögl, Wolfgang ; Sass, Jörn
Published in:	Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables. - Berlin : Springer, ISBN 3-540-69994-5. - 2007, p. 227-232
Subject:	Markov-Kette \| Markov chain \| Volatilität \| Volatility \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Schätztheorie \| Estimation theory \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation

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://ebvufind01.dmz1.zbw.eu/10003470697