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Quasi Ornstein-Uhlenbeck processes
16 December 2009
O. Barndorff-Nielsen
A. Basse-O’Connor
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Papers citing
"Quasi Ornstein-Uhlenbeck processes"
5 / 5 papers shown
Gaussian and Hermite Ornstein-Uhlenbeck processes
Khalifa Es-Sebaiy
86
4
0
23 Jun 2021
A GMM approach to estimate the roughness of stochastic volatility
Journal of Econometrics (J. Econometrics), 2020
Anine Eg Bolko
Kim Christensen
Mikko S. Pakkanen
Bezirgen Veliyev
286
35
0
09 Oct 2020
Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes
O. Barndorff-Nielsen
F. Benth
Almut E. D. Veraart
201
122
0
24 Jul 2013
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Bernard Bercu
Frédéric Proia
Nicolas Savy
227
23
0
12 Dec 2012
Multipower variation for Brownian semistationary processes
O. Barndorff-Nielsen
J. M. Corcuera
M. Podolskij
146
85
0
04 Jan 2012
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