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institution:"Centre for Analytical Finance <Århus>"
subject:"Theorie"
~person:"Shepard, Neil"
~source:"econis"
~subject:"Probability theory"
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Shepard, Neil
Barndorff-Nielsen, Ole E.
8
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Di Miscia, Orazio
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Lunde, Asger
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Nielsen, Morten Ørregaard
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Raahauge, Peter
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Rahbek, Anders
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Sørensen, Helle
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Ørregaard Nielsen, Morten
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Bartholdy, Jan
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Bechmann, Ken L.
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Grosen, Anders
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Kessler, Mathieu
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Koulikov, Dmitri
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
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2
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:
3
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
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