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|26-Jul-2017||A weak law of large numbers for estimating the correlation in bivariate Brownian semistationary processes||Granelli, A; Veraart, A; Commission of the European Communities|
|26-Jul-2017||A central limit theorem for the realised covariation of a bivariate Brownian semistationary process||Granelli, A; Veraart, A; Commission of the European Communities|
|4-Apr-2017||Modelling spatial heteroskedasticity by volatility modulated moving averages||Nguyen, M; Veraart, A; Commission of the European Communities; Imperial College London|