A Bayesian time varying approach to risk neutral density estimation
| Year of publication: |
2018
|
|---|---|
| Authors: | Casarin, Roberto ; Molina, German ; Horst, Enrique |
| Published in: |
Journal of the Royal Statistical Society: Series A (Statistics in Society). - Wiley, ISSN 1467-985X, ZDB-ID 1490715-X. - Vol. 182.2018, 1 (27.06.), p. 165-195
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/rssa.12386 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012097149