Meta-times and extended subordination-Reference-Cited by-同舟云学术

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Meta-times and extended subordination

Published:2011 Issue:2 Volume:56 Page:398-407
ISSN:0040-361X
Container-title:Teoriya Veroyatnostei i ee Primeneniya
language:ru
Short-container-title:Teor. Veroyatnost. i Primenen.

Author:

Barndorff-Nielsen Ole Eiler,Barndorff-Nielsen Ole Eiler,Pedersen J.,Pedersen J.

Publisher

Steklov Mathematical Institute

Cited by 6 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

1. Metatimes, random measures and cylindrical random variables;Modern Stochastics: Theory and Applications;2021

2. Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes;Scandinavian Journal of Statistics;2014-01-09

3. Integer-Valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes;SSRN Electronic Journal;2013

4. Stochastic Volatility of Volatility and Variance Risk Premia;Journal of Financial Econometrics;2012-08-16

5. Modelling Electricity Forward Markets by Ambit Fields;SSRN Electronic Journal;2011

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