Details about Wei Wei
Access statistics for papers by Wei Wei.
Last updated 2016-05-12. Update your information in the RePEc Author Service.
Short-id: pwe364
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Journal Articles
Working Papers
2015
- A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
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- A Jump-Diffusion Model with Stochastic Volatility and Durations
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
Journal Articles
2016
- Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
Journal of Financial Econometrics, 2016, 14, (2), 278-283