BAYESIAN ESTIMATION OF ASYMMETRIC JUMP-DIFFUSION PROCESSES | Zendy

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BAYESIAN ESTIMATION OF ASYMMETRIC JUMP-DIFFUSION PROCESSES

Author(s) -

Samuel Frame,

Cyrus A. Ramezani

Publication year - 2014

Publication title -

annals of financial economics

Language(s) - Uncategorized

Resource type - Journals

eISSN - 2010-4960

pISSN - 2010-4952

DOI - 10.1142/s2010495214500080

Subject(s) - econometrics , jump diffusion , kurtosis , jump , volatility (finance) , leverage (statistics) , specification , bayesian probability , economics , portfolio , affine transformation , mathematics , statistics , financial economics , physics , quantum mechanics , pure mathematics

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