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Stochastic Volatility Estimation Using Markov Chain Simulation - MaRDI portal

Stochastic Volatility Estimation Using Markov Chain Simulation (Q3542261)

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Stochastic Volatility Estimation Using Markov Chain Simulation
scientific article

    Statements

    title
    Stochastic Volatility Estimation Using Markov Chain Simulation (English)
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    author
    Nikolaus Hautsch
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    Yanguoyi Ou
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    publication date
    1 December 2008
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    Identifiers

    Mathematics Subject Classification ID
    91B70
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    60J22
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    65C05
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    91G70
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    zbMATH DE Number
    5375148
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    OpenAlex ID
    W182491010
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