04 (March 2009) Brownian Semistationary Processes and Volatility/Intermittency
by Ole E. Barndorff-Nielsen and Jürgen Schmiegel
Published in H. Albrecher, W. Rungaldier and W. Schachermeyer (Eds.): Advanced
Financial Modelling. Radon Series Comp. Appl. Math. 8. Pp. 1-26. Berlin: W. de
Gruyter.