207 citations · 617 across the 16 of their papers we have counts for
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Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
This paper introduces the class of volatility modulated Lévy-driven Volterra (VMLV) processes and their important subclass of Lévy semistationary (LSS) processes as a new framework…