Nonparametric Bayesian volatility estimation
Book chapter, 2019

Author

Shota Gugushvili

Leiden University

Frank van der Meulen

Delft University of Technology

Moritz Schauer

Leiden University

Peter Spreij

Radboud University

University of Amsterdam

2017 MATRIX Annals

279-302
978-3-030-04160-1 (ISBN)

Subject Categories

Probability Theory and Statistics

DOI

10.1007/978-3-030-04161-8_19

More information

Latest update

10/27/2023