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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
59
Economics discussion papers
35
OFRC Working Papers Series
25
Journal of econometrics
22
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20
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17
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12
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10
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7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Stochastic Processes and their Applications
6
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5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
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4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometrica
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Journal of Applied Econometrics
4
Journal of Financial Econometrics
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Scandinavian Journal of Statistics
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Suntory Toyota International Centre for Economics and Related Disciplines
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
2
Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
Saved in:
3
Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 885-926
Persistent link: https://www.econbiz.de/10006757323
Saved in:
4
Likelihood-based estimation of latent generalized arch structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1481-1517
Persistent link: https://www.econbiz.de/10002197476
Saved in:
5
Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 959-993
Persistent link: https://www.econbiz.de/10001594726
Saved in:
6
Likelihood-Based Estimation of Latent Generalized ARCH Structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1481-1518
Persistent link: https://www.econbiz.de/10006755901
Saved in:
7
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
Barndorff-Nielsen, Olee
;
Hansen, Peterreinhard
;
Lunde, Asger
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10008145108
Saved in:
8
Likelihood Inference for Discretely Observed Nonlinear Diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 959-994
Persistent link: https://www.econbiz.de/10006773355
Saved in:
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