Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer
type: Item
instance of: scholarly article
title: Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer
zbMATH Open document ID: 1396.62250
author: Samir P. Warty
author: Hedibert F. Lopes
author: Nicholas G. Polson
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: 91B70
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6936353
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.2374
OpenAlex ID: W2884328128
DOI: 10.1002/ASMB.2374
description: scientific article; zbMATH DE number 6936353