Extremes of supOU Processes

By Vicky Fasen, Claudia Klüppelberg. 2007

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2cab841e71455d9eb8c5633116f611d25b7feac5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

  1. Robert Stelzer
  2. Ole E. Barndorff-Nielsen
  3. N. Shephard
  4. V. Todorov
  5. Tim Bollerslev
  6. Jeannette H. C. Woerner
  7. Torben G. Andersen
  8. Asger Lunde

In Finance

  1. Robert Stelzer
  2. Ole E. Barndorff-Nielsen
  3. V. Todorov
  4. N. Shephard
  5. Tim Bollerslev
  6. Peter J. Brockwell
  7. Almut E. D. Veraart
  8. Christian Pigorsch

Citations in the corpus