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AuthorBarndorff-Nielsen, Ole Eilerdc.contributor.author
AuthorStelzer, Robertdc.contributor.author
Date of accession2020-10-16T10:03:45Zdc.date.accessioned
Available in OPARU since2020-10-16T10:03:45Zdc.date.available
Date of first publication2013dc.date.issued
Languageendc.language.iso
PublisherUniversität Ulmdc.publisher
Keywordfactor modelingdc.subject
KeywordLevy basesdc.subject
Keywordlinear transformationsdc.subject
Keywordlong memorydc.subject
KeywordOrnstein-Uhlenbeck type processdc.subject
Keywordsecond-order moment structuredc.subject
Keywordstochastic volatilitydc.subject
Dewey Decimal GroupDDC 300 / Social sciencesdc.subject.ddc
Dewey Decimal GroupDDC 330 / Economicsdc.subject.ddc
Dewey Decimal GroupDDC 510 / Mathematicsdc.subject.ddc
TitleTHE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODELdc.title
Resource typeWissenschaftlicher Artikeldc.type
FacultyFakultät für Mathematik und Wirtschaftswissenschaftenuulm.affiliationGeneral
InstitutionInstitut für Finanzmathematikuulm.affiliationSpecific
DCMI TypeTextuulm.typeDCMI
CategoryPublikationsnachweiseuulm.category
DOI (external)10.1111/j.1467-9965.2011.00494.xdc.identifier.doiExternal
Source - Title of sourceMathematical financesource.title
Source - Place of publicationWiley-Blackwellsource.publisher
Source - Volume23source.volume
Source - Issue2source.issue
Source - Year2013source.year
Source - From page275source.fromPage
Source - To page296source.toPage
Source - ISSN0960-1627source.identifier.issn
Source - eISSN1467-9965source.identifier.eissn
FundingCREATESuulm.funding
FundingDanish National Research Foundationuulm.funding
FundingTechnische Universitat Munchen-Institute for Advanced Studyuulm.funding
FundingGerman Excellence Initiativeuulm.funding
Suitable communityFakultät für Mathematik und Wirtschaftswissenschaftenuulm.community
WoS000315860600003uulm.identifier.wos
University Bibliographyjauulm.unibibliographie


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