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Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods
Shuang Xiao,
Guo Li
*
, Yunjing Jia
*
Corresponding author for this work
Huazhong University of Science and Technology
Research output
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Article
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peer-review
3
Citations (Scopus)
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Computer Science
Big Data
25%
Decision-Making
25%
Estimation Method
50%
Likelihood Estimation
25%
Likelihood Function
25%
markov chain monte-carlo
100%
maximum-likelihood
25%
Option Pricing
25%
Parameter Estimation
50%
Simple Implementation
25%
Mathematics
Markov Chain Monte Carlo Method
100%
Variance Model
100%
Economics, Econometrics and Finance
Financial Engineering
25%