Details Details PDF BIBTEX RIS Title Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2016 Issue No 3 Authors Kostrzewski, Maciej Keywords jump-diffusion model ; stochastic volatility ; Bayesian approach ; MCMC methods ; gas forward prices Divisions of PAS Nauki Humanistyczne i Społeczne Coverage 161-179 Publisher Oddział PAN w Łodzi Date 30.09.2016 Type Artykuły / Articles Identifier DOI: 10.24425/cejeme.2016.119193 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2016; No 3; 161-179 <div class="test"></div>