Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F16%3A00049033" target="_blank" >RIV/61384399:31110/16:00049033 - isvavai.cz</a>
Result on the web
<a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-84980697237&partnerID=40&md5=6539b88664dc810a99833722effaff6" target="_blank" >https://www.scopus.com/inward/record.uri?eid=2-s2.0-84980697237&partnerID=40&md5=6539b88664dc810a99833722effaff6</a>
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
Original language description
Main topics of the document: stochastic volatility; Bayesian inference; quadratic variation
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
—
Result continuities
Project
<a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Finance a úvěr - Czech Journal of Economics and Finance
ISSN
0015-1920
e-ISSN
—
Volume of the periodical
66
Issue of the periodical within the volume
4
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
24
Pages from-to
278-301
UT code for WoS article
000384820400001
EID of the result in the Scopus database
2-s2.0-84980697237