Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” (Q5374582)
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scientific article; zbMATH DE number 6936352
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| English | Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” |
scientific article; zbMATH DE number 6936352 |
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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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0.99999994
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0.9652921
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0.9521099
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0.86967367
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0.85447603
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0.85438555
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0.8538786
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