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~institution:"Centre for Analytical Finance <Århus>"
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State space model
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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