[R-SIG-Finance] Estimating Heston model

[jun wang]

Thank you,Daniel!

On Wed, Jul 1, 2015 at 4:00 PM, Daniel Melendez <
danielmelendez at alum.northwestern.edu> wrote:

> I think this is what you might be looking for (attached).  The data set
> that is currently being used is monthly returns.  Also might want to send
> out a message to the group about our discussion.  I didnt want to reply all
> with an attachment.  Hope all of this helps you
>
> On Wed, Jul 1, 2015 at 2:52 PM, jun wang <junluke at gmail.com> wrote:
>
>> Thank you, Daniel! Is there a example using daily stock returns rather
>> than the option data to estimate the parameters? Like the MCMC algorithm?
>>
>> Jun
>>
>> On Wed, Jul 1, 2015 at 3:47 PM, Daniel Melendez <
>> danielmelendez at alum.northwestern.edu> wrote:
>>
>>> Hello Jun -
>>>
>>>
>>> Attached is an example I found a while back by Dr. Dale Roberts, I
>>> believe it provides for a great example and hopefully its a benefit to you.
>>>
>>
>>
>
>
> --
> Regards
>
> Daniel Melendez
>
> =========================================================================
>

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