Item

Discussion of "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics" by Barndorff-Nielsen and Shephard

Werker,B.J.M.
Abstract
Description
Date
2001
Journal Title
Journal ISSN
Volume Title
Publisher
Collections
Tilburg University Research Output Collection
Show all metadata
Research Projects
Organizational Units
Journal Issue
Keywords
Citation
Werker, B J M 2001, 'Discussion of "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics" by Barndorff-Nielsen and Shephard', Journal of the Royal Statistical Society Series B-Statistical Methodology, vol. 63, pp. 208-241.
URI
https://hdl.handle.net/20.500.14602/37945
Embedded videos