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~institution:"Centre for Analytical Finance <Århus>"
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Stochastic process
17
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6
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English
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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
1
Nicolato, Elisa
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Schmidli, Hanspeter
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Skovgaard, Ib Michael
1
Stelzer, Robert
1
Sørensen, Helle
1
Uchida, Masayuki
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Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
76
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
International Monetary Fund (IMF)
54
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Springer Fachmedien Wiesbaden
9
Erasmus Research Institute of Management
7
Social Systems Research Institute
7
Econometrisch Instituut <Rotterdam>
6
Ekonomiska forskningsinstitutet <Stockholm>
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International Monetary Fund
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Center for Research in Economics, Management and the Arts (CREMA)
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Federal Reserve Bank of San Francisco
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
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Walter de Gruyter GmbH & Co. KG
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Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Akademija Nauk SSSR
2
Berkeley Electronic Press
2
Books on Demand GmbH <Norderstedt>
2
C.E.P.R. Discussion Papers
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
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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)
17
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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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