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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~person:"Shephard, Neil G."
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Shephard, Neil G.
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Power variation and time change
Barndorff-Nielsen, Ole E.
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
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