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, Nicholas G. Polson

Research output: Contribution to journalArticlepeer-review

Original languageEnglish (US)
Pages (from-to)484-485
Number of pages2
JournalApplied Stochastic Models in Business and Industry
Volume34
Issue number4
DOIs
StatePublished - Jul 1 2018
Externally publishedYes

ASJC Scopus subject areas

  • Modeling and Simulation
  • General Business, Management and Accounting
  • Management Science and Operations Research

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