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institution:"Centre for Analytical Finance <Århus>"
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Search: subject_exact:"State space model"
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State space model
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Barndorff-Nielsen, Ole E.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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