Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on "Non-Gaussian OU based models and some of their uses in financial economics." Journal of the Royal Statistical Society, B 63, 220-222

Sylvia Frühwirth-Schnatter

Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on "Non-Gaussian OU based models and some of their uses in financial economics." Journal of the Royal Statistical Society, B 63, 220-222

Institute for Statistics and Mathematics

Publication: Working/Discussion Paper › Working Paper/Preprint

Original language	English
Publication status	Published - 1 Oct 2001

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title = "Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on {"}Non-Gaussian OU based models and some of their uses in financial economics.{"} Journal of the Royal Statistical Society, B 63, 220-222",

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Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on "Non-Gaussian OU based models and some of their uses in financial economics." Journal of the Royal Statistical Society, B 63, 220-222

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