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Stochastic process
17
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17
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10
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6
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6
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3
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Sørensen, Michael
3
Bibby, Bo Martin
2
Levendorskij, Sergej Z.
2
Shepard, Neil
2
Ørregaard Nielsen, Morten
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Di Miscia, Orazio
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Hnilica, Jiri
1
Nicolato, Elisa
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Schmidli, Hanspeter
1
Skovgaard, Ib Michael
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Stelzer, Robert
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Sørensen, Helle
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Uchida, Masayuki
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Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
413
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
70
International Monetary Fund (IMF)
54
Springer Fachmedien Wiesbaden
48
HAL
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
32
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Erasmus Research Institute of Management
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Institut für Angewandte Betriebswirtschaftslehre, Unternehmensführung <Karlsruhe>
12
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12
Verlag Dr. Kovač
11
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
10
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9
International Monetary Fund
9
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9
Cowles Foundation for Research in Economics, Yale University
8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
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ECONIS (ZBW)
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1
Classical doctrines and alternatives in
decision
-making under risk with respect to asset price dynamics
Hnilica, Jiri
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686808
Saved in:
2
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:
3
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
4
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
5
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
6
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
7
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
8
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
9
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838618
Saved in:
10
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
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