Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion

Hodges, SD Roberts, G Papaspiliopoulos, O Sentana, E Bingham, NH Cox, DR Nicolato, E Venardos, E Critchley, F Davis, MHA Tompkins, R Benth, FE Karlsen, KH Reikvam, K Brockwell, PJ Davis, RA Christensen, BJ Dellaportas, P McCoy, EJ Stephens, DA Diebold, FX Fruhwirth-Schnatter, S Genon-Catalot, V Laredo, C Grange, CWJ Griffin, JE Steel, MFJ Hobson, D Jensen, JL Jones, MC Lawrance, AJ Ledford, AW Leonenko, NN Levendorskii, S Mandelbrot, BB Meddahi, N Pitt, MK Priestley, MB Renault, E Rosinski, J Sato, K Taylor, SJ Tong, H Yang, H Veretennikov, AY Walker, SG Werker, BJM Wood, A

Sd. Hodges et al., Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion, J ROY STA B, 63, 2001, pp. 208-241

121

Mathematics

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

13697412 → ACNP

63

2001

2

208 - 241

ISI

1369-7412(2001)63:<208:NOMASO>2.0.ZU;2-N