E-LIB Suche - Ergebnisse für: Barndorff-Nielsen, Ole E.

1

Congratulatory message:

Barndorff-Nielsen, Ole E.
Information Geometry. 1 (2018) 1 - p. 7-7 , 2018

2

Selfdecomposable Fields:

Barndorff-Nielsen, Ole E. ; Sauri, Orimar ; Szozda, Benedykt
Journal of Theoretical Probability. 30 (2015) 1 - p. 233-267 , 2015

Link: https://doi.org/10.1007/..

3

Some Recent Developments in Ambit Stochastics:

, In: Stochastics of Environmental and Financial Economics; Springer Proceedings in Mathematics & Statistics,

Barndorff-Nielsen, Ole E. ; Hedevang, Emil ; Schmiegel, Jürgen. - p. 3-25 , 2015

Link: https://doi.org/10.1007/..

4

MODELLING ELECTRICITY FUTURES BY AMBIT FIELDS:

BARNDORFF-NIELSEN, OLE E. ; BENTH, FRED ESPEN ; VERAART, ALMUT E. D.
Advances in Applied Probability. 46 (2014) 3 - p. 719-745 , 2014

Link: https://www.jstor.org/st..

5

Integer-valued Trawl Processes: A Class of Stationary Infin..:

BARNDORFF-NIELSEN, OLE E. ; LUNDE, ASGER ; SHEPHARD, NEIL.
Scandinavian Journal of Statistics. 41 (2014) 3 - p. 693-724 , 2014

Link: http://www.jstor.org/sta..

6

Modelling Electricity Futures by Ambit Fields:

Barndorff-Nielsen, Ole E. ; Benth, Fred Espen ; Veraart, Almut E. D.
Advances in Applied Probability. 46 (2014) 3 - p. 719-745 , 2014

Link: https://doi.org/10.1017/..

7

Modelling Electricity Futures by Ambit Fields:

Barndorff-Nielsen, Ole E. ; Benth, Fred Espen ; Veraart, Almut E. D.
Advances in Applied Probability. 46 (2014) 3 - p. 719-745 , 2014

Link: https://doi.org/10.1239/..

8

On stochastic integration for volatility modulated Lévy-dri..:

Barndorff-Nielsen, Ole E. ; Benth, Fred Espen ; Pedersen, Jan.
Stochastic Processes and their Applications. 124 (2014) 1 - p. 812-847 , 2014

Link: https://doi.org/10.1016/..

9

Modelling energy spot prices by volatility modulated Lévy-d..:

BARNDORFF-NIELSEN, OLE E. ; BENTH, FRED ESPEN ; VERAART, ALMUT E. D.
Bernoulli. 19 (2013) 3 - p. 803-845 , 2013

Link: https://www.jstor.org/st..

10

Modelling energy spot prices by volatility modulated Lévy-d..:

BARNDORFF-NIELSEN, OLE E. ; BENTH, FRED ESPEN ; VERAART, ALMUT E. D.
Bernoulli. 19 (2013) 3 - p. 803-845 , 2013

Link: http://dx.doi.org/10.315..

11

Integer-valued Lévy processes and low latency financial eco..:

Barndorff-Nielsen, Ole E. ; Pollard, David G. ; Shephard, Neil
Quantitative Finance. 12 (2012) 4 - p. 587-605 , 2012

Link: https://doi.org/10.1080/..

12

Subsampling realised kernels:

Barndorff-Nielsen, Ole E. ; Hansen, Peter Reinhard ; Lunde, Asger.
Journal of Econometrics. 160 (2011) 1 - p. 204-219 , 2011

Link: https://doi.org/10.1016/..

13

Multivariate realised kernels: Consistent positive semi-def..:

Barndorff-Nielsen, Ole E. ; Hansen, Peter Reinhard ; Lunde, Asger.
Journal of Econometrics. 162 (2011) 2 - p. 149-169 , 2011

Link: https://doi.org/10.1016/..

14

Quasi Ornstein-Uhlenbeck processes:

BARNDORFF-NIELSEN, OLE E. ; BASSE-O'CONNOR, ANDREAS
Bernoulli. 17 (2011) 3 - p. 916-941 , 2011

Link: https://www.jstor.org/st..

15

VOLATILITY DETERMINATION IN AN AMBIT PROCESS SETTING:

BARNDORFF-NIELSEN, OLE E. ; GRAVERSEN, SVEND ERIK
Journal of Applied Probability. 48A (2011) - p. 263-275 , 2011

Link: https://www.jstor.org/st..