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~institution:"Nuffield College"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
~subject:"Stochastic process"
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Cancellation and
uncertainty
aversion on limit order books
Large, Jeremy
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contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983610
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
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3
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
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4
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
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5
Correlograms for non-stationary autoregressions
Nielsen, Bent
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752410
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6
Comparative statics with concave and supermodular functions
Quah, John K.-H.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001876351
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