//--> //--> //-->
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>"
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
Comment on Garland Durham and...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Estimation theory
2
Schätztheorie
2
CAPM
1
Core
1
Forecast
1
Market microstructure
1
Marktmikrostruktur
1
Martingal
1
Martingale
1
Noise Trading
1
Noise trading
1
Option pricing theory
1
Optionspreistheorie
1
Prognose
1
State space model
1
Statistical test
1
Statistischer Test
1
Volatility
1
Volatilität
1
Zustandsraummodell
1
more ...
less ...
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
5
Author
All
Barndorff-Nielsen, Ole E.
5
Shephard, Neil G.
5
Hansen, Peter Reinhard
1
Lunde, Asger
1
Institution
All
Centre for Analytical Finance <Århus>
Department of Economics, Oxford University
1,987
Economics Group, Nuffield College, University of Oxford
59
Finance Research Centre, Oxford University
25
Nuffield College
7
EconWPA
5
School of Economics and Management, University of Aarhus
3
Center for Advanced Research in Finance, Faculty of Economics
2
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
2
HAL
2
Oxford Financial Research Centre
2
Oxford University Press
2
Society for Computational Economics - SCE
2
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Realized Volatility <2006, Montréal>
1
Econometric Society
1
Federal Reserve Bank of St. Louis
1
Financial Markets Group
1
Institute for the Study of Labor (IZA)
1
Institute of Economic Research, Hitotsubashi University
1
Instituto Valenciano de Investigaciones Económicas
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
London School of Economics (LSE)
1
Stata User Group
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Tinbergen Institute
1
Tinbergen Instituut
1
arXiv.org
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
4
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:
5
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->