Non-Gaussian OU based models and some of their uses in financial economics
RePEc: Research Papers in EconomicsPublished 1 January 2000
Ole E. Barndorff–Nielsen, Neil Shephard
Citations114
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Abstract
Revised. Also bound with revised discussion paper 2000/3 'Modelling by Levy processes for financial econometrics' by same authors
Keywords
Economics, Econometrics and Finance
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