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Realised power variation and stochastic models
Barndorff-Nielsen, Ole E. (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
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Apparent scaling
Barndorff-Nielsen, Ole E.; Prause, Karsten - In: Finance and stochastics 5 (2001) 1, pp. 103-113
Persistent link: https://www.econbiz.de/10001553054
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Apparent scaling
Barndorff-Nielsen, Ole E.; Prause, Karsten - 1999
Persistent link: https://www.econbiz.de/10001456583
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Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E. (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
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Approximate interval probabilities
Barndorff-Nielsen, Ole E. - In: Journal of the Royal Statistical Society 52 (1990) 3, pp. 485-496
Persistent link: https://www.econbiz.de/10001095381
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Assessing relative volatility/intermittency/energy dissipation
Barndorff-Nielsen, Ole E.; Pakkanen, Mikko S.; … - 2013
Persistent link: https://www.econbiz.de/10009741420
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The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.; Stelzer, Robert - 2009
Persistent link: https://www.econbiz.de/10003878816
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Time series models : in econometrics, finance and other fields
Cox, David R. (contributor); Cox, David R. (ed.);  … - 1996 - 1. ed.
Persistent link: https://www.econbiz.de/10013393797
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Stochastic volatility : selected readings
Shephard, Neil G. (contributor); Shephard, Neil (ed.) - 2005
Persistent link: https://www.econbiz.de/10001718768
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From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G. - In: Econometric theory 7 (1991) 4, pp. 519-529
Persistent link: https://www.econbiz.de/10001117734