Bayesian Estimation of the Heston Stochastic Volatility Model

Frühwirt-Schnatter, Silvia and Sögner, Leopold (2008) Bayesian Estimation of the Heston Stochastic Volatility Model. Communications in Dependability and Quality Management, 11 (4), pp. 5-25.

Full text not available from this repository.

Item Type:	Article in Academic Journal
Status:	Published
Date Deposited:	05 Feb 2015 08:55
Last Modified:	01 Apr 2016 14:16
URI:	http://irihs.ihs.ac.at/id/eprint/2632

Actions (login required)

View Item