Pages that link to "Item:Q3542261"
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The following pages link to Stochastic Volatility Estimation Using Markov Chain Simulation (Q3542261):
Displaying 5 items.
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models (Q2148604) (← links)
- Simulated Moments Estimation of Markov Models of Asset Prices (Q3142745) (← links)
- Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation (Q5220864) (← links)
- Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods (Q5391767) (← links)