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Time change, volatility and turbulence

Publikation: Bidrag til bog/antologi/rapport/proceeding › Konferencebidrag i proceedings › Forskning › peer review

Standard

Time change, volatility and turbulence. / Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen.
Mathematical Control Theory and Finance. red. / Andrey Sarychev; Albert Shiryaev; Manuel Guerra; maria do Rosário Grossinho. Springer, 2008. s. 29-53.

Publikation: Bidrag til bog/antologi/rapport/proceeding › Konferencebidrag i proceedings › Forskning › peer review

Harvard

Barndorff-Nielsen, OE & Schmiegel, J 2008, Time change, volatility and turbulence. i A Sarychev, A Shiryaev, M Guerra & MDR Grossinho (red), Mathematical Control Theory and Finance. Springer, s. 29-53, Workshop on Mathematical control Theory and Finance, Lisbon, Portugal, 10/04/2007.

APA

Barndorff-Nielsen, O. E., & Schmiegel, J. (2008). Time change, volatility and turbulence. I A. Sarychev, A. Shiryaev, M. Guerra, & M. D. R. Grossinho (red.), Mathematical Control Theory and Finance (s. 29-53). Springer.

CBE

Barndorff-Nielsen OE, Schmiegel J. 2008. Time change, volatility and turbulence. Sarychev A, Shiryaev A, Guerra M, Grossinho MDR, red. I Mathematical Control Theory and Finance. Springer. s. 29-53.

MLA

Barndorff-Nielsen, Ole Eiler og Jürgen Schmiegel "Time change, volatility and turbulence"., Sarychev, Andrey og Shiryaev, Albert Guerra, Manuel Grossinho, maria do Rosário (red.). Mathematical Control Theory and Finance. Springer. 2008, 29-53.

Vancouver

Barndorff-Nielsen OE, Schmiegel J. Time change, volatility and turbulence. I Sarychev A, Shiryaev A, Guerra M, Grossinho MDR, red., Mathematical Control Theory and Finance. Springer. 2008. s. 29-53

Author

Barndorff-Nielsen, Ole Eiler ; Schmiegel, Jürgen. / Time change, volatility and turbulence. Mathematical Control Theory and Finance. red. / Andrey Sarychev ; Albert Shiryaev ; Manuel Guerra ; maria do Rosário Grossinho. Springer, 2008. s. 29-53

Bibtex

@inproceedings{2b29fdc0e5f611dc9afb000ea68e967b,
title = "Time change, volatility and turbulence",
author = "Barndorff-Nielsen, {Ole Eiler} and J{\"u}rgen Schmiegel",
year = "2008",
language = "English",
isbn = "978-3-540-69531-8",
pages = "29--53",
editor = "Andrey Sarychev and Albert Shiryaev and Manuel Guerra and Grossinho, {maria do Ros{\'a}rio}",
booktitle = "Mathematical Control Theory and Finance",
publisher = "Springer",
address = "Netherlands",
note = "Workshop on Mathematical control Theory and Finance ; Conference date: 10-04-2007 Through 14-04-2007",

}

RIS

TY - GEN

T1 - Time change, volatility and turbulence

AU - Barndorff-Nielsen, Ole Eiler

AU - Schmiegel, Jürgen

PY - 2008

Y1 - 2008

M3 - Article in proceedings

SN - 978-3-540-69531-8

SP - 29

EP - 53

BT - Mathematical Control Theory and Finance

A2 - Sarychev, Andrey

A2 - Shiryaev, Albert

A2 - Guerra, Manuel

A2 - Grossinho, maria do Rosário

PB - Springer

T2 - Workshop on Mathematical control Theory and Finance

Y2 - 10 April 2007 through 14 April 2007

ER -