Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer (Q5374583)
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scientific article; zbMATH DE number 6936353
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer |
scientific article; zbMATH DE number 6936353 |
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Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer (English)
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14 September 2018
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sequential Bayesian learning
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stochastic volatility
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variance-gamma jumps
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returns
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