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