//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Klüppelberg, Claudia"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Levy process"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Lévy process
6
CARMA model
2
COGARCH
2
Continuous time linear model
2
Electricity futures prices
2
Electricity spot prices
2
Risk premium
2
Robust filter
2
Stable CARMA process
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
2
Commodity derivative
1
Continuous-time GARCH model
1
Derivat
1
Derivative
1
Electric power industry
1
Electricity price
1
Elektrizitätswirtschaft
1
FICOGARCH
1
GARCH process
1
Independently scattered
1
Infinite divisibility
1
Lévy basis
1
Option pricing theory
1
Optionspreistheorie
1
Ornstein-Uhlenbeck process
1
Poisson approximation
1
Random measure
1
Risikoprämie
1
Rohstoffderivat
1
Spot market
1
Spotmarkt
1
Stationarity
1
Stochastic volatility process
1
Strompreis
1
Sup-CO-GARCH
1
Superposition
1
Theorie
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Klüppelberg, Claudia
Seo, Sang Byung
2
Wachter, Jessica
2
Abraham, Rebecca
1
Barndorff-Nielsen, Ole E.
1
Bito, Christian
1
Bladt, Mogens
1
Brockwell, Peter J.
1
Callander, Steven
1
Chen, Yu-Fu
1
Chernozhukov, Victor
1
Chetverikov, Denis
1
Cont, Rama
1
Dahlbokum, Achim
1
Dumas, Bernard
1
Esche, Felix
1
Funke, Michael
1
Grothe, Oliver
1
Haug, Stephan
1
Hitaj, Asmerilda
1
Ho, Tak Yui
1
Härtel, Maximilian
1
Itkin, Andrey
1
Jevtić, Petar
1
Kabanov, Jurij M.
1
Kamihigashi, Takashi
1
Kato, Kengo
1
Li, Jinzhu
1
Lindner, Alexander
1
Lépinette, Emmanuel
1
Matouschek, Niko
1
Mba, Jules Clement
1
Mercuri, Lorenzo
1
Mildenhall, Stephen J.
1
Mwambi, Sutene Mwambetania
1
Müller, Wolf
1
Nielsen, Bo Friis
1
Peralta, Oscar
1
Perera, Ryle S.
1
Qin, Chengwei
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->