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dc.contributor.authorMartin, GM
dc.contributor.authorForbes, CS
dc.contributor.authorMartin, VL
dc.date.available2014-05-21T23:11:19Z
dc.date.issued2005-05-01
dc.identifierhttp://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000228336100006&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=d4d813f4571fa7d6246bdc0dfeca3a1c
dc.identifier.citationMartin, G. M., Forbes, C. S. & Martin, V. L. (2005). Implicit Bayesian inference using option prices. JOURNAL OF TIME SERIES ANALYSIS, 26 (3), pp.437-462. https://doi.org/10.1111/j.1467-9892.2005.00410.x.
dc.identifier.issn0143-9782
dc.identifier.urihttp://hdl.handle.net/11343/29492
dc.languageEnglish
dc.publisherBLACKWELL PUBL LTD
dc.subjectEconometrics
dc.titleImplicit Bayesian inference using option prices
dc.typeJournal Article
dc.identifier.doi10.1111/j.1467-9892.2005.00410.x
melbourne.peerreviewPeer Reviewed
melbourne.affiliationThe University of Melbourne
melbourne.affiliation.departmentEconomics
melbourne.source.titleJournal of Time Series Analysis
melbourne.source.volume26
melbourne.source.issue3
melbourne.source.pages437-462
melbourne.identifier.arcDP0208333
dc.description.pagestart437
melbourne.publicationid43699
melbourne.elementsid273592
melbourne.contributor.authorMartin, Vance
melbourne.internal.ingestnoteAbstract bulk upload (2017-07-20)
dc.identifier.eissn1467-9892
melbourne.identifier.fundernameidAUST RESEARCH COUNCIL, DP0208333
melbourne.accessrightsThis item is currently not available from this repository


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