• Title of article

    Stochastic volatility modelling in continuous time with general marginal distributions: Inference, prediction and model selection

  • Author/Authors

    Matthew P.S. Gander، نويسنده , , David A. Stephens، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    14
  • From page
    3068
  • To page
    3081
  • Keywords
    Model selection , Lévy process , Markov chain Monte Carlo , stochastic volatility
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2007
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    220523

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=220523