Quotation Frühwirth-Schnatter, Sylvia. 2001. Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on "Non-Gaussian OU based models and some of their uses in financial economics." Journal of the Royal Statistical Society, B 63, 220-222.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on "Non-Gaussian OU based models and some of their uses in financial economics." Journal of the Royal Statistical Society, B 63, 220-222
Year 2001
URL http://www.nuffield.ox.ac.uk/economics/papers/1999/w9/read.pdf

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Frühwirth-Schnatter, Sylvia (Details)
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Institute for Statistics and Mathematics IN (Details)
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