Markus Hahn
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Estimating models based on Markov jump processes given fragmented observation series AStA. Advances in Statistical Analysis | 2016-02-25 | Paper |
| Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach Bayesian Analysis | 2016-02-12 | Paper |
| Portfolio optimization with non-constant volatility and partial information Brazilian Journal of Probability and Statistics | 2013-09-16 | Paper |
| Optimizing consumption and investment: the case of partial information Operations Research Proceedings | 2011-04-07 | Paper |
| Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods Operations Research Proceedings | 2011-04-07 | Paper |
Research outcomes over time
This page was built for person: Markus Hahn
