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~language:"eng"
~person:"Martin, Gael M."
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~type_genre:"Forschungsbericht"
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Martin, Gael M.
Forbes, Catherine Scipione
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Bayesian analysis of continuous time models of the Australian short rate
Sanford, Andrew D.
;
Martin, Gael M.
-
2004
Persistent link: https://www.econbiz.de/10002121846
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2
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
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3
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
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