Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis

Pawel J. Szerszen

Year of publication:	2009
Authors:	Szerszen, Pawel J.
Publisher:	Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject:	CAPM \| Risikomaß \| Risk measure \| Bayes-Statistik \| Bayesian inference \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Theorie \| Theory \| Schätzung \| Estimation \| USA \| United States \| 1981-2007

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