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Time change, volatility, and t...
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Quadratic variation
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Barndorff-Nielsen, Ole E.
119
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66
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27
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20
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20
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13
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9
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8
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7
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7
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6
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6
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6
Barndorff-Nielsen, Ole Eiler
5
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5
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3
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2
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Assessing relative volatility/intermittency/energy dissipation
Barndorff-Nielsen, Ole E.
;
Pakkanen, Mikko S.
; …
-
2013
Persistent link: https://www.econbiz.de/10009741420
Saved in:
2
Gamma kernels and BSS/LSS processes
Barndorff-Nielsen, Ole E.
-
2016
Persistent link: https://www.econbiz.de/10011447823
Saved in:
3
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003334801
Saved in:
4
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
Saved in:
5
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807420
Saved in:
6
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
7
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
Saved in:
8
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
9
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
10
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
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