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Okun's law, does the Austrian unemployment-GDP relationship exhibit structural breaks?
Sögner, Leopold - In: Empirical economics : a journal of the Institute for … 26 (2001) 3, pp. 553-564
Persistent link: https://www.econbiz.de/10001609093
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Priors and Bayesian parameter estimation of affine term structure models
Sögner, Leopold - In: International journal of computational economics and … 4 (2014) 3/4, pp. 288-319
Persistent link: https://www.econbiz.de/10010496421
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The risk microstructure of corporate bonds : a case study from the German corporate bond market
Frühwirth, Manfred; Schneider, Paul; Sögner, Leopold - In: European financial management : the journal of the … 16 (2010) 4, pp. 658-685
Persistent link: https://www.econbiz.de/10008658796
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Bayesian Estimation of the Multi-Factor Heston Stochastic Volatility Model
Fruhwirth-Schnatter, Sylvia; Sögner, Leopold - 2014
The goal of this article is an exact Bayesian analysis of the Heston (1993) stochastic volatility model. We carefully study the effect different parameterizations of the latent volatility process and the parameters of the volatility process have on the convergence and the mixing behavior of the...
Persistent link: https://www.econbiz.de/10014221761