Bayesian Estimation of the Heston Stochastic Volatility Model

Frühwirt-Schnatter, Silvia and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (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
Date Deposited:	05 Feb 2015 08:55
Last Modified:	19 Sep 2024 08:49
URI:	https://irihs.ihs.ac.at/id/eprint/2632

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