Stochastic volatility estimation using Markov chain simulation
Nikolaus Hautsch and Yangguoyi Ou
| Year of publication: |
2009
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Ou, Yangguoyi |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 249-274
|
| Subject: | Volatilität | Volatility | Markov-Kette | Markov chain | Simulation | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | USA | United States | Großbritannien | United Kingdom |
| 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/10003746411