Sylvia Frühwirth-Schnatter, Leopold Sögner,
"Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma laws"
, in Annals of the Institute of Statistical Mathematics, Vol. 61, Seite(n) 159-179, 2009, ISSN: 1572-9052
Original Titel:
Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma laws
Sprache des Titels:
Englisch
Journal:
Annals of the Institute of Statistical Mathematics