Author:
Barndorff-Nielsen Ole E.,Benth Fred Espen,Veraart Almut E. D.
Reference32 articles.
1. Audet, N., Heiskanen, P., Keppo, J., Vehviläinen, I.: Modeling electricity forward curve dynamics in the Nordic Market. In: Bunn, D.W. (ed.) Modelling Prices in Competitive Electricity Markets, pp. 251–265. Wiley, New York (2004)
2. Barndorff-Nielsen, O.E., Pedersen, J.: Meta-times and extended subordination. Theory Probab. Appl. 56(2), 319–327 (2012)
3. Barndorff-Nielsen, O.E., Schmiegel, J.: Lévy-based tempo-spatial modelling; with applications to turbulence. Uspekhi Mat. NAUK 59, 65–91 (2004)
4. Barndorff-Nielsen, O.E., Shiryaev, A.: Change of Time and Change of Measure. Advanced Series on Statistical Science and Applied Probability, vol. 13. World Scientific, Singapore (2010)
5. Barndorff-Nielsen, O.E., Stelzer, R.: Multivariate SupOU processes. Ann. Appl. Probab. 21(1), 140–182 (2011)
Cited by
4 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