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Meyer-Brandis, Thilo's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
292 |
Total
Citations
3 |
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1.
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Cartea, Álvaro
University College London Meyer-Brandis, Thilo
University of Oslo
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27 Nov 07
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Last Revised:
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11 Mar 13
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292
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Duration between trades, waiting-times, stochastic volatility, operational clock, transaction time, high frequency data
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2.
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Meyer-Brandis, Thilo
University of Oslo Tankov, Peter
Ecole Polytechnique, Paris
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Electricity prices, multi-factor models, Lévy-driven Ornstein-Uhlenbeck type processes, statistical estimation, nonlinear filtering
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