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The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.; Stelzer, Robert - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 275-296
Persistent link: https://www.econbiz.de/10009721748
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Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Levy-processes
Barndorff-Nielsen, Ole E. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002721767
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The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.; Stelzer, Robert - 2009
Persistent link: https://www.econbiz.de/10003878816