CJEF :: Article by author

Quicksearch

Table of contents alert
Do you want to receive an email alert about new issue? Email Subscribe Unsubscribe

Home > List of authors > Article by author

Article by author

	Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation Year 2019 - Volume 69 - Issue 5 Pages: 463-488
	Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods Year 2016 - Volume 66 - Issue 4 Pages: 278-301