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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
43
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Stochastic process
35
Volatility
24
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24
Estimation theory
15
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15
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Nichtparametrisches Verfahren
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English
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Barndorff-Nielsen, Ole E.
35
Shephard, Neil G.
18
Veraart, Almut E. D.
5
Stelzer, Robert
4
Benth, Fred Espen
3
Corcuera, José Manual
2
Podolskij, Mark
2
Andersen, Torben
1
Graversen, Svend Erik
1
Levendorskij, Sergej Z.
1
Pollard, David G.
1
Schmiegel, Jürgen
1
Shepard, Neil
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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7
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4
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3
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2
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1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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1
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1
Finance and stochastics
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Journal of econometrics
1
Mathematical control theory and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
35
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Time change, volatility, and turbulence
Barndorff-Nielsen, Ole E.
;
Schmiegel, Jürgen
- In:
Mathematical control theory and finance
,
(pp. 29-53)
.
2008
Persistent link: https://www.econbiz.de/10003755554
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2
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
Saved in:
9
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579331
Saved in:
10
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579520
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