Warty, Samir P.; Lopes, Hedibert F.; Polson, Nicholas G. Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns”. Reply to the discussions by Nalini Ravishanker and Refik Soyer. (English) Zbl 1396.62250 Appl. Stoch. Models Bus. Ind. 34, No. 4, 484-485 (2018). MSC: 62P05 62L12 62F15 91B70 60J75 PDFBibTeX XMLCite \textit{S. P. Warty} et al., Appl. Stoch. Models Bus. Ind. 34, No. 4, 484--485 (2018; Zbl 1396.62250) Full Text: DOI
Soyer, Refik Discussion of “Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns”. (English) Zbl 1396.62247 Appl. Stoch. Models Bus. Ind. 34, No. 4, 482-483 (2018). MSC: 62P05 62L12 62F15 91B70 60J75 PDFBibTeX XMLCite \textit{R. Soyer}, Appl. Stoch. Models Bus. Ind. 34, No. 4, 482--483 (2018; Zbl 1396.62247) Full Text: DOI
Ravishanker, Nalini Discussion of “Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns”. (English) Zbl 1396.62246 Appl. Stoch. Models Bus. Ind. 34, No. 4, 480-481 (2018). MSC: 62P05 62L12 62F15 60J75 91B70 PDFBibTeX XMLCite \textit{N. Ravishanker}, Appl. Stoch. Models Bus. Ind. 34, No. 4, 480--481 (2018; Zbl 1396.62246) Full Text: DOI
Warty, Samir P.; Lopes, Hedibert F.; Polson, Nicholas G. Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns. (English) Zbl 1396.62249 Appl. Stoch. Models Bus. Ind. 34, No. 4, 460-479 (2018). MSC: 62P05 62L12 62F15 91B70 60J75 PDFBibTeX XMLCite \textit{S. P. Warty} et al., Appl. Stoch. Models Bus. Ind. 34, No. 4, 460--479 (2018; Zbl 1396.62249) Full Text: DOI
Almeida, Carlos; Czado, Claudia; Manner, Hans Modeling high-dimensional time-varying dependence using dynamic D-vine models. (English) Zbl 1411.62290 Appl. Stoch. Models Bus. Ind. 32, No. 5, 621-638 (2016). MSC: 62P05 62H05 62M10 62L12 PDFBibTeX XMLCite \textit{C. Almeida} et al., Appl. Stoch. Models Bus. Ind. 32, No. 5, 621--638 (2016; Zbl 1411.62290) Full Text: DOI arXiv