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institution:"Centre for Analytical Finance <Århus>"
subject:"Theorie"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~person:"Barndorff-Nielsen, Ole E."
~subject:"Kointegration"
~subject:"Probability theory"
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Theorie
Kointegration
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Theory
8
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6
Stochastischer Prozess
6
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2
Varianzanalyse
2
Correlation
1
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Barndorff-Nielsen, Ole E.
Thum, Marcel
8
Broll, Udo
6
Konrad, Kai A.
6
Heintel, Markus
5
Weichenrieder, Alfons J.
5
Zimmermann, Klaus F.
5
Hillinger, Claude
4
Schöb, Ronnie
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Eckwert, Bernhard
3
Lunde, Asger
3
Mikkelsen, Peter
3
Schlicht, Ekkehart
3
Schmidt, Christoph M.
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
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Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Thimann, Christian
3
Winkelmann, Rainer
3
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2
Bauer, Thomas K.
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Gang, Ira N.
2
Hansen, Peter Reinhard
2
Komlos, John
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
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Rahbek, Anders
2
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Centre for Analytical Finance <Århus>
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
Séminaire Européen de Statistique <2, 1994, Oxford>
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
8
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Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
3
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
4
Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
Saved in:
5
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
6
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
7
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
8
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
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