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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
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Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
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2006
Persistent link: https://www.econbiz.de/10003334801
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2
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
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2008
Persistent link: https://www.econbiz.de/10003807090
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3
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
; …
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2008
Persistent link: https://www.econbiz.de/10003818473
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4
Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
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2010
Persistent link: https://www.econbiz.de/10003981997
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5
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
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2012
Persistent link: https://www.econbiz.de/10009579520
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6
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002998132
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7
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003363996
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