Scientific stochastic volatility models for the European carbon markets : forecasting and extracting conditional moments
Per Bjarte Solibakke
| Year of publication: |
2014
|
|---|---|
| Authors: | Solibakke, Per Bjarte |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 19.2014, 1, p. 63-98
|
| Subject: | stochastic volatility | Bayesian estimators | Metropolis-Hastings algorithm | Markov Chain Monte Carlo (MCMC) simulations | GSM-projection-reprojection | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Theorie | Theory | Simulation | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010344777