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Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics'

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Letter

Standard

Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics' / Christensen, B.J.
I: Journal of the Royal Statistical Society, Series B, Bind 63, 2001, s. 219-219.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Letter

Harvard

Christensen, BJ 2001, 'Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics'', Journal of the Royal Statistical Society, Series B, bind 63, s. 219-219.

APA

Christensen, B. J. (2001). Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics' Journal of the Royal Statistical Society, Series B, 63, 219-219.

CBE

Christensen BJ. 2001. Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics'. Journal of the Royal Statistical Society, Series B. 63:219-219.

MLA

Christensen, B.J. "Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics'". Journal of the Royal Statistical Society, Series B. 2001, 63. 219-219.

Vancouver

Christensen BJ. Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics' Journal of the Royal Statistical Society, Series B. 2001;63:219-219.

Author

Christensen, B.J. / Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics'. I: Journal of the Royal Statistical Society, Series B. 2001 ; Bind 63. s. 219-219.

Bibtex

@article{a22f2b80761611dbbee902004c4f4f50,
title = "Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics'",
author = "B.J. Christensen",
year = "2001",
language = "English",
volume = "63",
pages = "219--219",
journal = "Journal of the Royal Statistical Society, Series B",

}

RIS

TY - JOUR

T1 - Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics'

AU - Christensen, B.J.

PY - 2001

Y1 - 2001

M3 - Letter

VL - 63

SP - 219

EP - 219

JO - Journal of the Royal Statistical Society, Series B

JF - Journal of the Royal Statistical Society, Series B

ER -