Bayesian testing for jumps in stochastic volatility models with correlated jumps (Q5247227): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/14697688.2014.916412 / rank
 
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Property / OpenAlex ID: W2002657571 / rank
 
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Latest revision as of 00:40, 10 July 2024

scientific article; zbMATH DE number 6429487
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Bayesian testing for jumps in stochastic volatility models with correlated jumps
scientific article; zbMATH DE number 6429487

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