Quotation Frühwirth-Schnatter, Sylvia. 2001. Analysing Financial Time Series with Stochastic Volatility Models with Jumps. Workshop on Recent Developments and Applications in the Statistical Analysis of Discrete Structures, München, Deutschland, 11.10-13.10. Invited Talk


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Analysing Financial Time Series with Stochastic Volatility Models with Jumps
Event Workshop on Recent Developments and Applications in the Statistical Analysis of Discrete Structures
Year 2001
Date 11.10-13.10
Country Germany
Location München
Invited Talk Y

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