Author:
Barndorff-Nielsen Ole E.,Benth Fred Espen,Veraart Almut E. D.
Publisher
Springer Berlin Heidelberg
Reference46 articles.
1. S. Albeverio, J.-L. Wu, Euclidean random fields obtained by convolution from generalised white noise. J. Math. Phys. 36(10), 5217–5245 (1995)
2. T. Andersen, V. Todorov, Realized volatility and multipower variation, in Encyclopedia of Quantitative Finance, ed. by R. Cont (Wiley, New York, 2010), pp. 1494–1500
3. V. Anh, C. Heyde, N. Leonenko, Dynamic models of long memory processes driven by Lévy noise. J. Appl. Probab. 39, 730–747 (2002)
4. O. Barndorff-Nielsen, F. Benth, A. Veraart, Modelling electricity forward markets by ambit fields. Preprint (2010)
5. O. Barndorff-Nielsen, F. Benth, A. Veraart, Modelling energy spot prices by Lévy semistationary processes. Preprint (2010)
Cited by
38 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献