Narrow search
Showing 1 - 8 of 8
Cover Image
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
Cover Image
Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009747434
Cover Image
Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009732804
Cover Image
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2005
Persistent link: https://www.econbiz.de/10003178786
Cover Image
Power variation and time change
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Cover Image
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2005
Persistent link: https://www.econbiz.de/10002689302
Cover Image
Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002689309
Cover Image
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2004
Persistent link: https://www.econbiz.de/10002704142