Details Details PDF BIBTEX RIS Title Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2015 Issue No 1 Authors Kostrzewski, Maciej Keywords double exponential jump diffusion model ; Kou model ; Bernoulli jump-diffusion model ; MCMC methods ; latent variables Divisions of PAS Nauki Humanistyczne i Społeczne Coverage 43-70 Publisher Oddział PAN w Łodzi Date 31.03.2015 Type Artykuły / Articles Identifier DOI: 10.24425/cejeme.2015.119208 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2015; No 1; 43-70 <div class="test"></div>