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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Share price"
~subject:"Theorie"
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Theorie
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Barndorff-Nielsen, Ole E.
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Benth, Fred Espen
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CREATES research paper
Journal of economic behavior & organization : JEBO
Journal of economic dynamics & control
Journal of econometrics
48
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41
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Methods for robust control
Dennis, Richard J.
;
Leitemo, Kai
;
Söderström, Ulf
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1604-1616
Persistent link: https://www.econbiz.de/10003861081
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2
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
3
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
Saved in:
4
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
5
Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
Malley, James R.
;
Woitek, Ulrich
- In:
Journal of economic dynamics & control
34
(
2010
)
7
,
pp. 1214-1232
Persistent link: https://www.econbiz.de/10008659495
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6
Characterizing economic trends by Bayesian stochastic model specification search
Grassi, Stefano
;
Proietti, Tommaso
-
2011
Persistent link: https://www.econbiz.de/10009006817
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7
Evolution of cooperation in asymmetric commons dilemmas
Janssen, Marco A.
;
Rollins, Nathan D.
- In:
Journal of economic behavior & organization : JEBO
81
(
2012
)
1
,
pp. 220-229
Persistent link: https://www.econbiz.de/10009505568
Saved in:
8
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
9
Time-varying (S, s) band models : properties and interpretation
Gautier, Erwan
;
Le Bihan, Hervé
- In:
Journal of economic dynamics & control
35
(
2011
)
3
,
pp. 394-412
Persistent link: https://www.econbiz.de/10009240635
Saved in:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
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