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~subject:"Chaos theory"
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Some aspects of Levy copulas
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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
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2009
Persistent link: https://www.econbiz.de/10003849554
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Modelling electricity forward markets by ambit fields
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
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2010
Persistent link: https://www.econbiz.de/10008651704
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Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
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2010
Persistent link: https://www.econbiz.de/10008659413
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The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
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2009
Persistent link: https://www.econbiz.de/10003878816
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