Autori: Saporito Yuri F
Naslov | Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Article) |
Autori | Merkle Milan J Saporito Yuri F Targino Rodrigo S |
Info | STATISTICS & PROBABILITY LETTERS, (2020), vol. 156 br. , str. - |
Projekat | Ministry of Education, Science and Technological Development of Republic of Serbia [III 44006, 174024]; Fundacao Carlos Chagas Filho de Amparo a Pesquisa do Estado do Rio de Janeiro [210.168/2017] |
Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
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