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Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns”
Author(s) -
Ravishanker Nalini
Publication year - 2018
Publication title -
applied stochastic models in business and industry
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.413
H-Index - 40
eISSN - 1526-4025
pISSN - 1524-1904
DOI - 10.1002/asmb.2350
Subject(s) - citation , bayesian probability , computer science , library science , economics , artificial intelligence
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