Pages that link to "Item:Q5391767"
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The following pages link to Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods (Q5391767):
Displaying 5 items.
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Stochastic Volatility Estimation Using Markov Chain Simulation (Q3542261) (← links)
- A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations (Q5036506) (← links)
- A new methodology to estimate constant elasticity of variance (Q5076607) (← links)
- Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation (Q5220864) (← links)