Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221)
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scientific article; zbMATH DE number 7002116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method |
scientific article; zbMATH DE number 7002116 |
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Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (English)
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15 January 2019
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Bayesian method
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hyperbolic diffusion model
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discrete-time financial econometrics
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