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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Gençay, Ramazan"
~person:"Lunde, Asger"
~person:"Veraart, Almut E. D."
~subject:"Theorie"
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Lunde, Asger
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CREATES research paper
Journal of economic dynamics & control
Advanced mathematical methods for finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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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
Saved in:
2
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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3
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
4
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
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