Work

Nonparametric Bayesian Volatility Estimation

Year: 2018

Type: book-chapter

Source: MATRIX book series

DOI: 10.1007/978-3-030-04161-8_19

Authors: Shota Gugushvili, Frank van der Meulen, Moritz Schauer, Peter Spreij

Institutions: Leiden University, Delft University of Technology, Radboud University Nijmegen, University of Amsterdam

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: FP7 Ideas: European Research Council

Award: Bayesian Statistics in Infinite Dimensions: TargetingPriors by Mathematical Analysis

OpenAlex ID: W2786262272

FWCI: 2.014

Cites: 75

Cited by: 3

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