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Stochastic process
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Sørensen, Michael
3
Bibby, Bo Martin
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Levendorskij, Sergej Z.
2
Shepard, Neil
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Ørregaard Nielsen, Morten
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Bojarčenko, Svetlana I.
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Brandorff-Nielsen, Ole E.
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Di Miscia, Orazio
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Schmidli, Hanspeter
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Skovgaard, Ib Michael
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Stelzer, Robert
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Sørensen, Helle
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Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
102
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
62
International Monetary Fund (IMF)
54
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
29
Econometrisch Instituut <Rotterdam>
24
Erasmus Research Institute of Management
17
HAL
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Institute for the Study of Labor (IZA)
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Society for Computational Economics - SCE
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Springer Fachmedien Wiesbaden
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Cowles Foundation for Research in Economics, Yale University
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Australian Agricultural and Resource Economics Society - AARES
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Department of Agricultural and Resource Economics, University of California-Berkeley
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European Association of Agricultural Economists - EAAE
7
Research Institute for Economics and Business Administration, Kobe University
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Tinbergen Instituut
7
C.E.P.R. Discussion Papers
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Center for Economic Research <Tilburg>
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
6
Federal Reserve Bank of St. Louis
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Institutionen för Skogsekonomi <Ume°a>
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Social Systems Research Institute
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Université Paris-Dauphine (Paris IX)
6
Books on Demand GmbH <Norderstedt>
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Center for Operations Research and Econometrics <Louvain-la-Neuve>
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Chambre de commerce et d'industrie de Paris
5
Erasmus University Rotterdam, Econometric Institute
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
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Judge Institute of Management Studies
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5
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
4
Department of Economics and Business, Universitat Pompeu Fabra
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
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1
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
3
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
4
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
5
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
8
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
9
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
10
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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