Bayesian testing for jumps in stochastic volatility models with correlated jumps
Year of publication: |
2014
|
---|---|
Authors: | Yong, Li ; Zhang, Jie |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 14.2014, 10, p. 1693-1700
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
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