مرکز منطقه ای اطلاع رساني علوم و فناوري - Stochastic volatility modelling in continuous time with general marginal distributions: Inference, prediction and model selection

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 :

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 :