Leopold Sögner, Sylvia Frühwirth-Schnatter,
"Bayesian Estimation of Stochastic Volatility Models Based on OU Processes with Marginal Gamma Law"
, Serie IFAS Research Paper Series, Vol. 21, 2007, Revised version of IFAS Research Paper Series 2005-10 (March 2005)
Original Titel:
Bayesian Estimation of Stochastic Volatility Models Based on OU Processes with Marginal Gamma Law
Sprache des Titels:
Englisch
Serie:
IFAS Research Paper Series
Volume:
21
Erscheinungsjahr:
2007
Notiz zum Zitat:
Revised version of IFAS Research Paper Series 2005-10 (March 2005)