Discussion of "Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns". (10th July 2018)

Record Type:: Journal Article
Title:: Discussion of "Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns". (10th July 2018)
Main Title:: Discussion of "Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns"
Authors:: Soyer, Refik
Abstract:
Is Part Of:: Applied stochastic models in business and industry. Volume 34:Number 4(2018)
Journal:: Applied stochastic models in business and industry
Issue:: Volume 34:Number 4(2018)
Issue Display:: Volume 34, Issue 4 (2018)
Year:: 2018
Volume:: 34
Issue:: 4
Issue Sort Value:: 2018-0034-0004-0000
Page Start:: 482
Page End:: 483
Publication Date:: 2018-07-10
Subjects:: Stochastic analysis -- Periodicals
Stochastic processes -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Industrial management -- Mathematical models -- Periodicals
338.00151923
Journal URLs:: http://onlinelibrary.wiley.com/ ↗
DOI:: 10.1002/asmb.2367 ↗
Languages:: English
ISSNs:: 1524-1904
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library DSC - 1580.062200
British Library DSC - BLDSS-3PM
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Ingest File:: 7154.xml