Details

Title

The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2019

Numer

No 2

Authors

Keywords

jump, jump-diffusion model, stochastic volatility, double exponential, distribution, commodity markets

Divisions of PAS

Nauki Humanistyczne i Społeczne

Publisher

Oddział PAN w Łodzi

Identifier

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

DOI

10.24425/cejeme.2019.129774

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