scientific article; zbMATH DE number 5494145
From MaRDI portal
Publication:5301786
Recommendations
- Bayesian analysis of stochastic volatility models
- Bayesian analysis of stochastic volatility models
- Bayesian semiparametric stochastic volatility modeling
- Bayesian inference for Heston-STAR models
- scientific article; zbMATH DE number 7387555
- Bayesian inference in a stochastic volatility Nelson-Siegel model
- Bayesian estimation of an extended local scale stochastic volatility model
- Bayesian estimation of a skew-Student-\(t\) stochastic volatility model
Cited in
(12)- Mixed Gaussian Heston asset pricing model and statistics simulation analysis
- Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA
- An analytic approximation of the likelihood function for the Heston model volatility estimation problem
- Stochastic volatility and the goodness-of-fit of the Heston model
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models
- Bayesian estimation of an extended local scale stochastic volatility model
- Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law
- Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods
- Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation
- Bayesian parameter inference for models of the Black and Scholes type
- Bayesian inference for Heston-STAR models
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5301786)
