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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Barndorff-Nielsen, Ole E."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Faktorenanalyse"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Barndorff-Nielsen, Ole E.
Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Santucci de Magistris, Paolo
7
Andreasen, Martin Møller
6
Nielsen, Morten Ørregaard
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Bollerslev, Tim
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3
Ergemen, Yunus Emre
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Lunde, Asger
3
Rossi, Eduardo
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Veraart, Almut E. D.
3
Andersen, Torben
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Callot, Laurent
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Caporin, Massimiliano
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Christensen, Bent Jesper
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CREATES research paper
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63
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1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
2
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
3
The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
-
2009
Persistent link: https://www.econbiz.de/10003878816
Saved in:
4
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
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