Inference with non-Gaussian Ornstein–Uhlenbeck processes for stochastic volatility
Year of publication: |
2006-10
|
---|---|
Authors: | Griffin, Jim E. ; Steel, Mark F.J. |
Publisher: |
Elsevier B. V. |
Subject: | Mathematical statistics |
-
Silva, Victor Cruz e, (2021)
-
Yu, Bin, (2019)
-
A Bayesian decision theory approach to variable selection for discrimination
Fearn, T., (2002)
- More ...
-
Semiparametric Bayesian Inference for Stochastic Frontier Models
Griffin, Jim E., (2002)
-
Bayesian stochastic frontier analysis using WinBUGS
Griffin, Jim E., (2007)
-
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, Jim E., (2006)
- More ...