barndorff-nielsen.benth.ea:13:modelling¶
BibTeX Entry:
@article{barndorff-nielsen.benth.ea:13:modelling,
author = {Barndorff-Nielsen, Ole E. and Benth, Fred Espen and Veraart, Almut E. D.},
doi = {10.3150/12-BEJ476},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
issn = {1350-7265},
journal = {Bernoulli},
mrclass = {60H30 (60G44 60G51 62M10 62P05 91G20)},
mrnumber = {3079297},
number = {3},
pages = {803--845},
title = {Modelling energy spot prices by volatility modulated {L}\'{e}vy-driven {V}olterra processes},
url = {https://doi.org/10.3150/12-BEJ476},
volume = {19},
year = {2013}
}