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
