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Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law

Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Annals of the Institute of Statistical Mathematics 61 (2009) 1, pp. 159-179

Persistent link: https://www.econbiz.de/10005616142

Estimating Marginal Costs for the Austrian Railway System

Munduch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - Vienna University of Economics and Business, Department … - 2002

This article presents an econometric analysis of the maintenance costs for the Austrian railway system. The data contain observations of track maintenance costs from 1998 to 2000. Our analysis identifies the cost driving factors in order to determine estimates of marginal costs, as required by...

Persistent link: https://www.econbiz.de/10005539147

Bayesian estimation of the Heston volatility model

Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Operations research proceedings 2002 : selected papers …, (pp. 480-485). 2003

Persistent link: https://www.econbiz.de/10001752050

Estimating marginal costs for the Austrian railway system

Mundluch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - 2002

Persistent link: https://www.econbiz.de/10001698696

A cross-country study on Okun's law

Sögner, Leopold (contributor); Stiassny, Alfred (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001580824

An analysis on the structural stability of Okun's law : a cross-country study

Sögner, Leopold; Stiassny, Alfred - In: Applied economics 34 (2002) 14, pp. 1775-1787

Persistent link: https://www.econbiz.de/10001693423

An econometric analysis of maintenance costs as a basis for infrastructure charges for the Austrian railway system

Munduch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - In: Journal of business economics : JBE 78 (2008) 4, pp. 423-438

Persistent link: https://www.econbiz.de/10003676926

Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law

Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 1, pp. 159-180

Persistent link: https://www.econbiz.de/10008173293

Eine ökonometrische Analyse der Schieneninfrastrukturkosten als Basis für Infrastrukturbenützungsentgelte der österreichischen Eisenbahnen

Munduch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - In: Journal of business economics : JBE 78 (2008) 4, pp. 423-439

Persistent link: https://www.econbiz.de/10008345000

Eine ökonometrische Analyse der Schieneninfrastrukturkosten als Basis für Infrastrukturbenützungsentgelte der österreichischen Eisenbahnen

Munduch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - In: Journal of business economics : JBE 78 (2008) 4, pp. 423-438

Persistent link: https://www.econbiz.de/10007996582