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Barndorff-Nielsen, Ole E.
9
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7
Hansen, Peter Reinhard
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Lunde, Asger
2
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Journal of econometrics
3
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
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OLC EcoSci
ECONIS (ZBW)
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LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
- In:
Econometric theory
22
(
2006
)
4
,
pp. 677-720
Persistent link: https://www.econbiz.de/10007268465
Saved in:
2
Saddlepoint Approximations for the Probability of Ruin in Finite Time
Barndorff-Nielsen, Ole E.
;
Schmidli, Hanspeter
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
1995
)
2
,
pp. 169-186
Persistent link: https://www.econbiz.de/10005994449
Saved in:
3
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 217-252
Persistent link: https://www.econbiz.de/10006747793
Saved in:
4
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:
5
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 204-220
Persistent link: https://www.econbiz.de/10008770543
Saved in:
6
Apparent scaling
Barndorff-Nielsen, Ole E.
;
Prause, Karsten
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10008217234
Saved in:
7
The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Barndorff-Nielsen, Ole E.
;
Shephard, Neil
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 179-180
Persistent link: https://www.econbiz.de/10008222689
Saved in:
8
Estimating quadratic variation using realized variance
Barndorff-Nielsen, Ole E.
;
Shephard, Neil
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 457-478
Persistent link: https://www.econbiz.de/10006970947
Saved in:
9
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. 149-170
Persistent link: https://www.econbiz.de/10008997629
Saved in:
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