Economy – Quantitative Finance – Computational Finance
Scientist
Economy
Quantitative Finance
Computational Finance
Scientist
ETH-Zürich
Adaptive Step Size for Hybrid Monte Carlo Algorithm
An Adaptive Markov Chain Monte Carlo Method for GARCH Model
Bayesian estimation of GARCH model by hybrid Monte Carlo
Bayesian estimation of GARCH model with an adaptive proposal density
Bayesian Inference of Stochastic Volatility Model by Hybrid Monte Carlo
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