Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer

Samir P. Warty, Hedibert F. Lopes and Nicholas G. Polson

Applied Stochastic Models in Business and Industry, 2018, vol. 34, issue 4, 484-485

Date: 2018
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1002/asmb.2374

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:34:y:2018:i:4:p:484-485

Access Statistics for this article

More articles in Applied Stochastic Models in Business and Industry from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().