Titlebook: Ambit Stochastics; Ole E. Barndorff-Nielsen,Fred Espen Benth,Almut E. Book 2018 Springer Nature Switzerland AG 2018 60G60, 60F05, 60H05, 6

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https://doi.org/10.1007/978-3-319-94129-560G60, 60F05, 60H05, 60H07, 60H15, 60H20, 60J75, 62F12; 62H11, 62M10, 62M30, 62P20, 62P35, 65C30, 76F

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Volatility Modulated Volterra Processesh focus on the temporal dependency structure. Several examples are introduced, with particular emphasis on Brownian semistationary processes having generalised hyperbolic marginal distribution. Apart from examples of stochastic volatility processes, we also discuss time change as a tool for volatility modulation.

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Erratum to: Die Herstellung der Emailsh focus on the temporal dependency structure. Several examples are introduced, with particular emphasis on Brownian semistationary processes having generalised hyperbolic marginal distribution. Apart from examples of stochastic volatility processes, we also discuss time change as a tool for volatili

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