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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"hun"
~language:"nld"
~person:"Di Miscia, Orazio"
~person:"Shephard, Neil G."
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Di Miscia, Orazio
Shephard, Neil G.
Barndorff-Nielsen, Ole E.
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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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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.
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
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