Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices - Central European Journal of Economic Modelling and Econometrics - Issue 3 (2016) - CEJSH - Yadda

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Article details

Journal

Central European Journal of Economic Modelling and Econometrics

2016 | 3 |

Article title

Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices

Authors

Kostrzewski, Maciej

Content

Full texts:

oai-journals-pan-pl-103707/full-text/mainFile.pdf

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Title variants

Languages of publication

PL

Abstracts

Keywords

PL

Nauki Humanistyczne i Społeczne jump-diffusion model stochastic volatility Bayesian approach MCMC methods gas forward prices

Publisher

Polska Akademia Nauk

Journal

Central European Journal of Economic Modelling and Econometrics

Year

2016

Issue

3

Physical description

Contributors

author

Kostrzewski, Maciej

References

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.oai-journals-pan-pl-103707

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