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~institution:"Nuffield College"
~person:"Shephard, Neil G."
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
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1992
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Shephard, Neil G.
Barndorff-Nielsen, Ole E.
3
Boswijk, Herman Peter
1
Chib, Siddhartha
1
Doornik, Jurgen A.
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Graversen, Svend Erik
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Conference on Realized Volatility <2006, Montréal>
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Stochastic
volatility
with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
2
Power variation & stochastic
volatility
: a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
3
Power and bipower variation with stochastic
volatility
and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
4
A feasible central limit theory for realised
volatility
under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
Saved in:
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