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, Howell; and Yang, Hailiang
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).
pp. 232-233.
ISSN 1369-7412
| Item Type | Article |
|---|---|
| Departments | Statistics |
| DOI | 10.1111/1467-9868.00282 |
| Date Deposited | 18 Nov 2008 14:49 |
| URI | https://researchonline.lse.ac.uk/id/eprint/18480 |