@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",
}
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 -
