11 results
Modelling Electricity Futures by Ambit Fields
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 22 February 2016, pp. 719-745
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- September 2014
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Volatility determination in an ambit process setting
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 263-275
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- August 2011
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Bipower Variation for Gaussian Processes with Stationary Increments
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- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
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- 14 July 2016, pp. 132-150
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- March 2009
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10 - Variation, Jumps, and High-Frequency Data in Financial Econometrics
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- Advances in Economics and Econometrics
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- 05 January 2013
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- 11 June 2007, pp 328-372
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LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
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- Econometric Theory / Volume 22 / Issue 4 / August 2006
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- 23 May 2006, pp. 677-719
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13 - How Accurate is the Asymptotic Approximation to the Distribution of Realised Variance?
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- Identification and Inference for Econometric Models
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- 24 February 2010
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- 17 June 2005, pp 306-331
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10 - Measuring and forecasting financial variability using realised variance
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 205-235
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Power variation and stochastic volatility: a review and some new results
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 133-143
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- 2004
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Multivariate subordination, self-decomposability and stability
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- Advances in Applied Probability / Volume 33 / Issue 1 / March 2001
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- 01 July 2016, pp. 160-187
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- March 2001
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Markov jump processes with a singularity
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- Advances in Applied Probability / Volume 32 / Issue 3 / September 2000
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- 19 February 2016, pp. 779-799
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- September 2000
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Networks with random conductivities
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- Advances in Applied Probability / Volume 28 / Issue 2 / June 1996
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- 01 July 2016, p. 330
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- June 1996
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