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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
Author(s) -
Warty Samir P.,
Lopes Hedibert F.,
Polson Nicholas G.
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.2374
Subject(s) - lopes , stochastic volatility , library science , bayesian probability , mathematics , volatility (finance) , econometrics , statistics , computer science , physics , quantum mechanics
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