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Long run variance estimator
8
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8
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7
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Lunde, Asger
Barndorff-Nielsen, Ole E.
240
Shephard, Neil
122
Shephard, Neil G.
58
Hansen, Peter Reinhard
35
Podolskij, Mark
16
Graversen, Svend Erik
14
Jacod, Jean
12
Benth, Fred Espen
11
Barndorff-Nielsen, O.
9
Veraart, Almut E. D.
9
Corcuera, José Manuel
8
Veraart, Almut
8
Barndorff-Nielsen, Ole
7
Pollard, David G.
7
Barndorff-Nielsen, O. E.
6
Kinnebrock, Silja
6
Stelzer, Robert
6
Winkel, Matthias
6
Barndorff-Nielsen, Ole Eiler
5
Prause, Karsten
5
Schmiegel, Jürgen
3
Shepard, Neil
3
BARNDORFF-NIELSEN, OLE E.
2
Blæsild, P.
2
Corcuera, José Manual
2
Graversen, Sven Erik
2
Lindner, Alexander M.
2
Nicolato, Elisa
2
Nielsen, Bent
2
Pakkanen, Mikko S.
2
Veraart, Almut E.D.
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Ysusi, Carla
2
Aalen, O.
1
Alam, Kh.
1
Andersen, Torben
1
BARNDORFF-NIELSEN, OLE EILER
1
BARNDORFF-NIELSEN, Ole
1
Burkholder, D.
1
Cox, David R.
1
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1
Institute of Economic Research, Hitotsubashi University
1
School of Economics and Management, University of Aarhus
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ECONIS (ZBW)
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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
; …
-
2006
Persistent link: https://www.econbiz.de/10003341258
Saved in:
2
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003334801
Saved in:
3
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:
4
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
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
5
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
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
6
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
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
7
Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
Saved in:
8
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003385904
Saved in:
9
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009242524
Saved in:
10
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
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
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