Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns”
type: Item
instance of: scholarly article
title: Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns”
zbMATH Open document ID: 1396.62246
author: Nalini Ravishanker
published in: Applied Stochastic Models in Business and Industry
publication date: 2018-09-14T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 6936351
zbMATH Keywords: sequential Bayesian learning
zbMATH Keywords: stochastic volatility
zbMATH Keywords: variance-gamma jumps
zbMATH Keywords: returns
MaRDI profile type: MaRDI publication profile
full work available at URL: asmb.2350
OpenAlex ID: W2805808188
DOI: 10.1002/ASMB.2350
description: scientific article; zbMATH DE number 6936351