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.

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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

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