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~subject:"Statistical distribution"
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Statistical distribution
Theorie
114
Theory
112
Stochastic process
93
Stochastischer Prozess
93
Volatility
69
Volatilität
64
Optionspreistheorie
56
Option pricing theory
55
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46
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46
Estimation theory
31
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31
Schätztheorie
31
Energiemarkt
30
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30
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28
Time series analysis
27
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26
Realised variance
26
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26
Strompreis
26
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22
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21
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19
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18
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18
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18
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18
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16
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16
Hedging
16
Realised volatility
16
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16
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English
16
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Benth, Fred Espen
9
Barndorff-Nielsen, Ole E.
6
Reikvam, Kristin
3
Hvistendahl Karlsen, Kenneth
2
Shephard, Neil G.
2
Stelzer, Robert
2
Gandy, Axel
1
Groth, Martin
1
Karlsen, Kenneth Hvistendahl
1
Kettler, Paul C.
1
Koekebakker, Steen
1
Kutrolli, Gleda
1
Noor 'Adilah Ibrahim
1
Noven, Ragnhild C.
1
Pircalabu, Anca
1
Stefani, Silvana
1
Taib, Che Mohd Imran Che
1
Veraart, Almut E. D.
1
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1
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Centre for Analytical Finance <Århus>
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International journal of theoretical and applied finance
4
Finance and stochastics
2
The journal of energy markets
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
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1
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
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1
IMA journal of management mathematics
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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ECONIS (ZBW)
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Probability densities and Lévy densities
Barndorff-Nielsen, Ole E.
-
2000
Persistent link: https://www.econbiz.de/10001500129
Saved in:
2
Normal modified stable processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598165
Saved in:
3
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Levy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002721767
Saved in:
4
Change of time and change of measure
Barndorff-Nielsen, Ole E.
;
Širjaev, Alʹbert N.
-
2010
Persistent link: https://www.econbiz.de/10009237173
Saved in:
5
How accurate is the asymptotic approximation to the distribution of realised variance?
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Identification and inference for econometric models : …
,
(pp. 306-331)
.
2005
Persistent link: https://www.econbiz.de/10003352563
Saved in:
6
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
7
Optimal portfolio selection with consumtion and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach
Benth, Fred Espen
;
Karlsen, Kenneth Hvistendahl
; …
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 275-303
Persistent link: https://www.econbiz.de/10001599263
Saved in:
8
A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 711-731
Persistent link: https://www.econbiz.de/10001612203
Saved in:
9
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10001614597
Saved in:
10
The normal inverse gaussian distribution and spot price modelling in energy markets
Benth, Fred Espen
;
Šaltytė-Benth, Jūratė
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
Saved in:
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