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~person:"Sögner, Leopold"
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Sögner, Leopold
Frühwirth-Schnatter, Sylvia
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Bayesian estimation of the Heston volatility model
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Operations research proceedings 2002 : selected papers …
,
(pp. 480-485)
.
2003
Persistent link: https://www.econbiz.de/10001752050
Saved in:
2
Bayesian reconciliation of return predictability
Koval, Borys
;
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 337-378
Persistent link: https://www.econbiz.de/10014631938
Saved in:
3
Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Annals of the Institute of Statistical Mathematics
61
(
2009
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10005616142
Saved in:
4
Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 159-180
Persistent link: https://www.econbiz.de/10008173293
Saved in:
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