Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
~person:"Shephard, Neil G."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Oil volatility risk and expect...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
CAPM
1
Estimation theory
1
Forecast
1
Option pricing theory
1
Optionspreistheorie
1
Prognose
1
Schätztheorie
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Zustandsraummodell
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Shephard, Neil G.
Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Lunde, Asger
3
Strunk Hansen, Charlotte
3
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Myhre Lildholt, Peter
2
Raahauge, Peter
2
Tuypens, Bjorn E.
2
Bartholdy, Jan
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Engsted, Tom
1
Jensen, Morten Berg
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Reng Rasmussen, Anne-Sofie
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Nuffield College
5
Oxford Financial Research Centre
2
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
