Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models (Q4828199): Difference between revisions

@@ Property / author @@
-Ole Eiler Barndorff-Nielsen
@@ Property / author: Ole Eiler Barndorff-Nielsen / rank @@
-Normal rank
@@ Property / author @@
+Ole Eiler Barndorff-Nielsen
@@ Property / author: Ole Eiler Barndorff-Nielsen / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/1467-9469.00331
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@@ Property / OpenAlex ID @@
+W2152817870
@@ Property / OpenAlex ID: W2152817870 / rank @@
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@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
+Normal rank
@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
@@ Property / cites work @@
+Superposition of Ornstein--Uhlenbeck Type Processes
+Normal rank
@@ Property / cites work @@
+Probability measures, Lévy measures and analyticity in time
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+Generalized gamma convolutions and related classes of distributions and densities
+Normal rank
@@ Property / cites work @@
+On the Lévy measure of the lognormal and the logCauchy distributions
+Normal rank
@@ Property / cites work @@
+Empirical modeling of exchange rate dynamics
@@ Property / cites work: Empirical modeling of exchange rate dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4828199