Markus Hahn

Available identifiers

zbMath Open hahn.markusMaRDI QIDQ244726

List of research outcomes

Publication	Date of Publication	Type
Estimating models based on Markov jump processes given fragmented observation series	2016-02-25	Paper
Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach	2016-02-12	Paper
Portfolio optimization with non-constant volatility and partial information	2013-09-16	Paper
Optimizing consumption and investment: the case of partial information	2011-04-07	Paper
Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods	2011-04-07	Paper

Research outcomes over time

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