| Positive semidefinite integrated covariance estimation, factorizations and asynchronicity K Boudt, S Laurent, A Lunde, R Quaedvlieg, O Sauri Journal of Econometrics 196 (2), 347-367, 2017 | 45 | 2017 |
| Selfdecomposable fields OE Barndorff-Nielsen, O Sauri, B Szozda Journal of Theoretical Probability 30 (1), 233-267, 2017 | 15 | 2017 |
| On Lévy semistationary processes with a gamma kernel J Pedersen, O Sauri XI Symposium on Probability and Stochastic Processes: CIMAT, Mexico …, 2015 | 15 | 2015 |
| On the class of distributions of subordinated Lévy processes and bases O Sauri, AED Veraart Stochastic Processes and Their Applications 127 (2), 475-496, 2017 | 9 | 2017 |
| Limit theorems for trawl processes MS Pakkanen, R Passeggeri, O Sauri, AED Veraart Electronic Journal of Probability 26, 1-36, 2021 | 5 | 2021 |
| On the divergence and vorticity of vector ambit fields O Sauri Stochastic Processes and their Applications 130 (10), 6184-6225, 2020 | 4 | 2020 |
| Pathwise decompositions of Brownian semistationary processes O Sauri Theory of Probability & Its Applications 64 (1), 78-102, 2019 | 4* | 2019 |
| ETF Basket-Adjusted Covariance estimation K Boudt, K Dragun, O Sauri, S Vanduffel Journal of Econometrics 235 (2), 1144-1171, 2023 | 2* | 2023 |
| Nonparametric estimation of trawl processes: Theory and Applications O Sauri, AED Veraart arXiv preprint arXiv:2209.05894v1, 2022 | 2 | 2022 |
| Invertibility of infinitely divisible continuous-time moving average processes O Sauri XIII Symposium on Probability and Stochastic Processes: UNAM, Mexico …, 2020 | 2 | 2020 |
| Lévy semistationary models with applications in Energy Markets O Sauri Institut for Økonomi, Aarhus Universitet, 2015 | 1* | 2015 |
| Asymptotic Error Distribution of the Euler Scheme for Fractional Stochastic Delay Differential Equations with Additive Noise O Sauri arXiv preprint arXiv:2402.08513, 2024 | | 2024 |
| A Mathematical Framework for the Microstructure of Financial Markets T Zinn, O Sauri, J Jung, E Høg Available at SSRN 4638289, 2023 | | 2023 |
| Local Limit Theorems for Energy Fluxes of Infinite Divisible Random Fields U Marquéz-Urbina, O Sauri arXiv preprint, 2023 | | 2023 |
| Supplementary Appendix to Beta-Adjusted Covariance Estimation K Boudt, K Dragun, O Sauri, S Vanduffel Available at SSRN 3799004, 2021 | | 2021 |
| Estimating the Copula of a class of Time-Changed Brownian Motions: A non-parametric Approach O Sauri, TC Zinn arXiv preprint arXiv:2011.06955, 2020 | | 2020 |
| Nonparametric estimation of kernel functions of Brownian semi-stationary processes with an application to electricity markets S Kanaya, A Lunde, SA Orimar | | 2015 |
Kris BoudtGhent University, Vrije Universiteit Brussel, Vrije Universiteit Amsterdamยืนยันอีเมลแล้วที่ ugent.be
