Narrow search
Showing 1 - 4 of 4
Cover Image
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Journal of financial econometrics : official journal of … 4 (2006) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10003313338
Cover Image
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Journal of financial econometrics : official journal of … 2 (2004) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10002214180
Cover Image
Dynamics of trade-by-trade price movements: decomposition and models
Rydberg, Tina Hvild; Shephard, Neil G. - In: Journal of financial econometrics : official journal of … 1 (2003) 1, pp. 2-25
Persistent link: https://www.econbiz.de/10002220788
Cover Image
Power and bipower variation with stochastic volatility and jumps : discussion
Andersen, Torben; Shephard, Neil G. - In: Journal of financial econometrics : official journal of … 2 (2004) 1, pp. 37-48
Persistent link: https://www.econbiz.de/10002575826