//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Basics of Levy processes
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
7
Stochastischer Prozess
7
Theorie
5
Theory
5
Estimation theory
3
Schätztheorie
3
Volatility
3
Volatilität
3
Derivat
2
Derivative
2
Financial market
2
Finanzmarkt
2
Martingal
2
Martingale
2
Modellierung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Scientific modelling
2
Analysis
1
Anlageverhalten
1
Behavioural finance
1
Chaos theory
1
Chaostheorie
1
Econometrics
1
Electric power industry
1
Electricity
1
Electricity price
1
Elektrizität
1
Elektrizitätswirtschaft
1
Energiepreis
1
Energy price
1
Factor analysis
1
Faktorenanalyse
1
Forecasting model
1
Integer valued trawl process
1
Lévy basis
1
Mathematical analysis
1
Prognoseverfahren
1
Spot market
1
Spotmarkt
1
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Barndorff-Nielsen, Ole E.
10
Veraart, Almut E. D.
5
Benth, Fred Espen
3
Corcuera, José Manual
2
Podolskij, Mark
2
Shephard, Neil G.
2
Bennedsen, Mikkel
1
Lunde, Asger
1
Pakkanen, Mikko S.
1
Pollard, David G.
1
Schmiegel, Jürgen
1
Stelzer, Robert
1
more ...
less ...
Published in...
All
CREATES research paper
Economics Papers / Economics Group, Nuffield College, University of Oxford
313
Oxford University Economic and Social History Series
125
Economics Series Working Papers / Department of Economics, Oxford University
69
Economics discussion papers
35
OFRC Working Papers Series
25
Journal of econometrics
22
Department of Economics discussion paper series / University of Oxford
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Oxford Financial Research Centre economics series
12
Journal of Econometrics
10
CREATES Research Papers
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Stochastic Processes and their Applications
6
Journal of applied econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
CREATES Research Paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometric Theory
4
Econometrica
4
Journal of Applied Econometrics
4
Journal of Business & Economic Statistics
4
Journal of Financial Econometrics
4
Scandinavian Journal of Statistics
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
Discussion paper / Tinbergen Institute
3
Econometrics Journal
3
Finance and stochastics
3
IFS working paper
3
Journal of the Royal Statistical Society Series B
3
The econometrics journal
3
The review of economic studies
3
Advanced texts in econometrics
2
Department of Economics discussion paper series
2
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Discussion paper series / LSE Financial Markets Group
2
Econometric reviews
2
Finance and Stochastics
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10008659413
Saved in:
2
Gamma kernels and BSS/LSS processes
Barndorff-Nielsen, Ole E.
-
2016
Persistent link: https://www.econbiz.de/10011447823
Saved in:
3
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:
4
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
Saved in:
5
Modelling electricity forward markets by ambit fields
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10008651704
Saved in:
6
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
7
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:
8
Assessing relative volatility/intermittency/energy dissipation
Barndorff-Nielsen, Ole E.
;
Pakkanen, Mikko S.
; …
-
2013
Persistent link: https://www.econbiz.de/10009741420
Saved in:
9
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
Saved in:
10
The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
-
2009
Persistent link: https://www.econbiz.de/10003878816
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->