Modelling energy spot prices by volatility modulated Levy-driven Volterra processes

File(s)

Published version

Author(s)

Barndorff-Nielsen, OE

Benth, FE

Veraart, AED

Type

Journal Article

Date Issued

2013-08-01

Citation

Bernoulli, 2013, 19 (3), pp.803-845

URI

URL

DOI

ISSN

1350-7265

Publisher

International Statistical Institute / Bernoulli Society

Start Page

803

End Page

845

Journal / Book Title

Bernoulli

Volume

19

Issue

3

Copyright Statement

License URL

Description

04.07.13 KB. Ok to add published version to Spiral. BS policy

Identifier

http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?handle=euclid.bj/1372251144&view=body&content-type=pdfview_1

Publication Status

Published

Publisher URL