Sylvia Frühwirth-Schnatter,
"Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on "Non-Gaussian OU based models and some of their uses in financial economics"
, in Journal of the Royal Statistical Society, Series B (Statistical Methodology), Vol. 63, Seite(n) 220-222, 2001, ISSN: 1369-7412
Original Titel:
Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on "Non-Gaussian OU based models and some of their uses in financial economics
Sprache des Titels:
Englisch
Journal:
Journal of the Royal Statistical Society, Series B (Statistical Methodology)
Forschungs-