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~subject:"Statistische Verteilung"
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Statistische Verteilung
Theorie
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Barndorff-Nielsen, Ole E.
7
Shephard, Neil G.
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Stelzer, Robert
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Širjaev, Alʹbert N.
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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ECONIS (ZBW)
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How accurate is the asymptotic approximation to the distribution of realised variance?
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Identification and inference for econometric models : …
,
(pp. 306-331)
.
2005
Persistent link: https://www.econbiz.de/10003352563
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2
Change of time and change of measure
Barndorff-Nielsen, Ole E.
;
Širjaev, Alʹbert N.
-
2010
Persistent link: https://www.econbiz.de/10009237173
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3
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Probability densities and Lévy densities
Barndorff-Nielsen, Ole E.
-
2000
Persistent link: https://www.econbiz.de/10001500129
Saved in:
7
Normal modified stable processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598165
Saved in:
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