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~person:"Andersen, Torben"
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Stochastic process
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Stochastischer Prozess
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Andersen, Torben
Shephard, Neil
308
Barndorff-Nielsen, Ole E.
174
Shephard, Neil G.
150
Chib, Siddhartha
43
Lunde, Asger
42
Sheppard, Kevin
38
Hansen, Peter Reinhard
35
Sentana, Enrique
15
Fiorentini, Gabriele
14
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Graversen, Svend Erik
11
Bos, Charles S.
10
Nakajima, Jouchi
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Nardari, Federico
10
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Shephard, N.
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9
Jacod, Jean
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Rahbek, Anders
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Harvey, Andrew C.
7
Kinnebrock, Silja
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Barndorff-Nielsen, Ole
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Bec, Frédérique
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Pakel, Cavit
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Vignoles, Anna
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Winkel, Matthias
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Xiu, Dacheng
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Economics Group, Nuffield College, University of Oxford
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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
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2
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
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3
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
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4
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
5
Stochastic Volatility: Origins and Overview
Shephard, Neil
;
Andersen, Torben
-
Economics Group, Nuffield College, University of Oxford
-
2008
Persistent link: https://www.econbiz.de/10005730320
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