Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” (Q5374582): Difference between revisions
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Latest revision as of 16:49, 30 December 2024
scientific article; zbMATH DE number 6936352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” |
scientific article; zbMATH DE number 6936352 |
Statements
Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” (English)
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14 September 2018
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sequential Bayesian learning
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stochastic volatility
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variance-gamma jumps
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returns
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