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Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods
| Title: | Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods | Authors: | Merkle, Milan J; Saporito, Yuri F; Targino, Rodrigo S | Issue Date: | 2020 | Publication: | STATISTICS & PROBABILITY LETTERS | ISSN: | 0167-7152 Statistics and Probability Letters Search Idenfier |
Type: | Article | Collation: | vol. 156 str. 108600-108600 | DOI: | 10.1016/j.spl.2019.108600 | WoS-ID: | 000493215800015 | Scopus-ID: | 2-s2.0-85071908913 | URI: | https://enauka.gov.rs/handle/123456789/814127 | Project: | Ministry of Education, Science and Technological Development of Republic of Serbia [III 44006, 174024] Fundacao Carlos Chagas Filho de Amparo a Pesquisa do Estado do Rio de Janeiro [210.168/2017] |
Metadata source: | (Preuzeto iz Nasi u WoS) | M-category: | 22M22 |
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