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Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns”.

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Bibliographic Details
Title: Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns”.
Authors: Soyer, Refik1 soyer@gwu.edu
Source: Applied Stochastic Models in Business & Industry. Jul2018, Vol. 34 Issue 4, p482-483. 2p.
Database: Mathematics Source
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Description
ISSN:15241904
DOI:10.1002/asmb.2367