Quotation Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. A Bayesian Analysis of the Barndorff-Nielsen-Shephard Stochastic Volatility Model with marginal Gamma laws. MaPhySto and CAF Meeting on Mathematical Finance, University of Aarhus, Aarhus, Dänemark, 23.01. 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 A Bayesian Analysis of the Barndorff-Nielsen-Shephard Stochastic Volatility Model with marginal Gamma laws
Event MaPhySto and CAF Meeting on Mathematical Finance, University of Aarhus
Year 2001
Date 23.01
Country Denmark
Location Aarhus
Invited Talk Y

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People
Frühwirth-Schnatter, Sylvia (Details)
Sögner, Leopold (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
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