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Some new contributions to MCMC Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model

Activity: Talk or presentation › Science to science

Period5 Dec 2001 → 6 Dec 2001
Event titleMeeting on Levy Processes, Stochastic Volatility, and Realized Power Variation, Nuffield College
Event typeUnknown
Degree of RecognitionInternational