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Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - 2010
Persistent link: https://www.econbiz.de/10003959801
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Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - 2010
Persistent link: https://www.econbiz.de/10003959807
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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
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Hierarchical information and the rate of information diffusion
Xue, Yi; Gençay, Ramazan - In: Journal of economic dynamics & control 36 (2012) 9, pp. 1372-1401
Persistent link: https://www.econbiz.de/10009655665