Details

Title

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

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2016

Numer

No 3

Authors

Keywords

jump-diffusion model ; stochastic volatility ; Bayesian approach ; MCMC methods ; gas forward prices

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

161-179

Publisher

Oddział PAN w Łodzi

Date

30.09.2016

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2016.119193

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