A Bayesian time varying approach to risk neutral density estimation
Year of publication: |
2018
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Authors: | Casarin, Roberto ; Molina, German ; Horst, Enrique |
Published in: |
Journal of the Royal Statistical Society: Series A (Statistics in Society). - Wiley, ISSN 1467-985X, ZDB-ID 1490715-X. - Vol. 182.2018, 1 (27.06.), p. 165-195
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Publisher: |
Wiley |
Saved in:
Online Resource
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