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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Bach, Christian"
~person:"Benth, Fred Espen"
~person:"Christensen, Bent Jesper"
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CREATES research paper
Journal of economic dynamics & control
Advanced series on statistical science & applied probability
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Advanced Series on Statistical Science and Applied Probability Ser
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Advanced mathematical methods for finance
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CREATES Research Paper 2010-17
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CREATES Research Paper 2010-18
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Structural models of wage and employment dynamics : [... papers presented at the Conference on Labor Market Models and Matched Employer-Employee Data held at Sandbjerg Manor in Sønderborg, Denmark, August 15 - 18, 2004]
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Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
;
Christensen, Bent Jesper
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2010
Persistent link: https://www.econbiz.de/10008857837
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Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
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2010
Persistent link: https://www.econbiz.de/10003959801
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3
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
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2010
Persistent link: https://www.econbiz.de/10003959807
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