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Quantitative Finance Volume 14, 2014 - Issue 10: Themed Issue on Derivative Pricing & Hedging
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Bayesian testing for jumps in stochastic volatility models with correlated jumps

Li Yong Hanqing Advanced Institute of Economics and Finance, Renmin University of China, Beijing, 100872, P.R. China
&
Jie Zhang Institute of China’s Economic & Reform Development, Renmin University of China, Beijing, 100872, P.R. ChinaCorrespondence[email protected]
Pages 1693-1700 | Received 11 Dec 2013, Accepted 11 Apr 2014, Published online: 09 Sep 2014
 
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Acknowledgements

Li gratefully acknowledges the financial support of the Fundamental Research Funds for the Central Universities and the Research Funds of Renmin University of China.

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