Discussion of "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics" by Barndorff-Nielsen and Shephard

B.J.M. Werker

Discussion of "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics" by Barndorff-Nielsen and Shephard

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	208-241
Journal	Journal of the Royal Statistical Society Series B-Statistical Methodology
Volume	63
Publication status	Published - 2001

Cite this

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title = "Discussion of {"}Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics{"} by Barndorff-Nielsen and Shephard",

author = "B.J.M. Werker",

year = "2001",

language = "English",

volume = "63",

pages = "208--241",

journal = "Journal of the Royal Statistical Society Series B-Statistical Methodology",

issn = "1369-7412",

publisher = "Oxford University Press",

}

TY - JOUR

T1 - Discussion of "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics" by Barndorff-Nielsen and Shephard

AU - Werker, B.J.M.

PY - 2001

Y1 - 2001

M3 - Article

SN - 1369-7412

VL - 63

SP - 208

EP - 241

JO - Journal of the Royal Statistical Society Series B-Statistical Methodology

JF - Journal of the Royal Statistical Society Series B-Statistical Methodology

ER -