Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics"
Tong, H. & Yang, H.
(2001).
Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics".
Journal of the Royal Statistical Society. Series B: Statistical Methodology,
63(2), 232-233.
https://doi.org/10.1111/1467-9868.00282
| Item Type | Article |
|---|---|
| Copyright holders | © 2001 The Royal Statistical Society and Blackwell Publishing Ltd |
| Departments | LSE > Academic Departments > Statistics |
| DOI | 10.1111/1467-9868.00282 |
| Date Deposited | 18 Nov 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/18480 |
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