barndorff-nielsen.shephard:01:non-gaussian¶
BibTeX Entry:
@article{barndorff-nielsen.shephard:01:non-gaussian,
author = {Barndorff-Nielsen, Ole E. and Shephard, Neil},
doi = {10.1111/1467-9868.00282},
fjournal = {Journal of the Royal Statistical Society. Series B. Statistical Methodology},
issn = {1369-7412},
journal = {J. R. Stat. Soc. Ser. B Stat. Methodol.},
mrclass = {62M07 (62M09 62M10 62P20)},
mrnumber = {1841412},
number = {2},
pages = {167--241},
title = {Non-{G}aussian {O}rnstein-{U}hlenbeck-based models and some of their uses in financial economics},
url = {https://doi.org/10.1111/1467-9868.00282},
volume = {63},
year = {2001}
}