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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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Raahauge, Peter
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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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Uchida, Masayuki
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Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
651
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
74
International Monetary Fund (IMF)
57
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
47
Springer Fachmedien Wiesbaden
38
Erasmus Research Institute of Management
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European Association of Agricultural Economists - EAAE
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Institut für Schweizerisches Bankwesen <Zürich>
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Center for Economic Research <Tilburg>
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Econometrisch Instituut <Rotterdam>
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HAL
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Society for Computational Economics - SCE
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Deutsche Forschungsgemeinschaft
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Institute of Finance and Accounting <London>
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Friedrich-Schiller-Universität Jena
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IGI Global
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Institute for the Study of Labor (IZA)
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National Centre of Competence in Research North South <Bern>
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Ekonomiska forskningsinstitutet <Stockholm>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Université Paris-Dauphine (Paris IX)
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OECD
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Springer International Publishing
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
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Rodney L. White Center for Financial Research
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World Bank
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Fisher Investments Inc. <Woodside, Calif.>
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Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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International Center for Financial Asset Management and Engineering
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
12
Basel Committee on Banking Supervision
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C.E.P.R. Discussion Papers
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Cowles Foundation for Research in Economics, Yale University
11
Department of Agricultural and Resource Economics, University of California-Berkeley
11
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
11
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
11
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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
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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