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Brownian semistationary processes and volatility/intermittency

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Standard

Brownian semistationary processes and volatility/intermittency. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.

I: Radon series on computational and applied mathematics, Bind 8, 2009, s. 1-25.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

Harvard

Barndorff-Nielsen, OE & Schmiegel, J 2009, 'Brownian semistationary processes and volatility/intermittency', Radon series on computational and applied mathematics, bind 8, s. 1-25.

APA

Barndorff-Nielsen, O. E., & Schmiegel, J. (2009). Brownian semistationary processes and volatility/intermittency. Radon series on computational and applied mathematics, 8, 1-25.

CBE

Barndorff-Nielsen OE, Schmiegel J. 2009. Brownian semistationary processes and volatility/intermittency. Radon series on computational and applied mathematics. 8:1-25.

MLA

Barndorff-Nielsen, Ole Eiler og Jürgen Schmiegel. "Brownian semistationary processes and volatility/intermittency". Radon series on computational and applied mathematics. 2009, 8. 1-25.

Vancouver

Barndorff-Nielsen OE, Schmiegel J. Brownian semistationary processes and volatility/intermittency. Radon series on computational and applied mathematics. 2009;8:1-25.

Author

Barndorff-Nielsen, Ole Eiler ; Schmiegel, Jürgen. / Brownian semistationary processes and volatility/intermittency. I: Radon series on computational and applied mathematics. 2009 ; Bind 8. s. 1-25.

Bibtex

@article{1925d13004fd11dfb95d000ea68e967b,
title = "Brownian semistationary processes and volatility/intermittency",
author = "Barndorff-Nielsen, {Ole Eiler} and J{\"u}rgen Schmiegel",
note = "Book title: Advanced financial modelling Editors: Albrecher, Runggaldier, Schachermayer ISBN: 978-3-11-021313-3",
year = "2009",
language = "English",
volume = "8",
pages = "1--25",
journal = "Radon Series on Computational and Applied Mathematics",
issn = "1865-3707",
publisher = "Walterde Gruyter GmbH",

}

RIS

TY - JOUR

T1 - Brownian semistationary processes and volatility/intermittency

AU - Barndorff-Nielsen, Ole Eiler

AU - Schmiegel, Jürgen

N1 - Book title: Advanced financial modelling Editors: Albrecher, Runggaldier, Schachermayer ISBN: 978-3-11-021313-3

PY - 2009

Y1 - 2009

M3 - Journal article

VL - 8

SP - 1

EP - 25

JO - Radon Series on Computational and Applied Mathematics

JF - Radon Series on Computational and Applied Mathematics

SN - 1865-3707

ER -