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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Columbia University / Department of Economics"
~institution:"European University Institute / Department of Economics"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~person:"Barndorff-Nielsen, Ole E."
~person:"Ellingsen, Tore"
~source:"econis"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
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Theorie
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Barndorff-Nielsen, Ole E.
Ellingsen, Tore
Licandro, Omar
14
Lütkepohl, Helmut
12
Maravall Herrero, Agustín
11
Chaudhuri, Shubham
7
Lanne, Markku
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Saikkonen, Pentti
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Waldmann, Robert
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Arruñada, Benito
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Bagwell, Kyle
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Boucekkine, Raouf
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Gómez, Víctor
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Sala-i-Martin, Xavier
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Vega-Redondo, Fernando
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Amarante, Massimiliano
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Banerjee, Anindya
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Casella, Alessandra
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Corsetti, Giancarlo
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Courty, Pascal
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Ehrbeck, Tilman
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Freixas, Xavier
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Gallo, Giampiero M.
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Jeon, Doh-Shin
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Mizon, Grayham E.
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Ploeg, Frederick van der
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Ravn, Morten O.
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Salmon, Mark H.
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Tanggaard, Carsten
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Anagnostopoulos, Alexis
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Canova, Fabio
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Celentani, Marco
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Cespa, Giovanni
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Christensen, Bent Jesper
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Centre for Analytical Finance <Århus>
Columbia University / Department of Economics
European University Institute / Department of Economics
Universitat Pompeu Fabra / Departament d'Economia i Empresa
Ekonomiska forskningsinstitutet <Stockholm>
8
Séminaire Européen de Statistique <2, 1994, Oxford>
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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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Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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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
Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
Saved in:
4
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:
5
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
6
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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