Details Details PDF BIBTEX RIS Title The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2019 Issue No 2 Authors Kostrzewski, Maciej Keywords jump ; jump-diffusion model ; stochastic volatility ; double exponential distribution ; commodity markets Divisions of PAS Nauki Humanistyczne i Społeczne Coverage 107-131 Publisher Oddział PAN w Łodzi Date 30.06.2019 Type Artykuły / Articles Identifier DOI: 10.24425/cejeme.2019.129774 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2019; No 2; 107-131 <div class="test"></div>