Author:
Barndorff-Nielsen Ole Eiler,Stelzer Robert
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference21 articles.
1. Superposition of Ornstein-Uhlenbeck Type Processes;Barndorff-Nielsen;Theory Probab. Appl.,2001
2. Representation and Properties of CGPII Processes;Barndorff-Nielsen;ALEA Lat. Am. J. Probab. Math. Stat.,2009
3. Matrix Subordinators and Related Upsilon Transformations;Barndorff-Nielsen;Theory Probab. Appl.,2008
4. Non-Gaussian Ornstein-Uhlenbeck-Based Models and Some of Their Uses in Financial Economics (with discussion);Barndorff-Nielsen;J. R. Stat. Soc. B Statist. Methodol.,2001
Cited by
40 articles.
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