Bayesian estimation of NIG models via Markov chain Monte Carlo methods
Author:
Funder
Ruhrgas Arena Program
Publisher
Wiley
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation
Reference38 articles.
1. Normal inverse Gaussian distributions and stochastic volatility modelling;Barndorff-Nielsen;Scandinavian Journal of Statistics,1997
2. Normal variance-mean mixtures and z-distributions;Barndorff-Nielsen;International Statistical Review,1983
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