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Article
29
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Shephard, Neil
27
Barndorff-Nielsen, Ole E.
9
Chib, Siddhartha
5
Lunde, Asger
3
Creal, Drew
2
Hansen, Peter Reinhard
2
Koopman, Siem Jan
2
Nardari, Federico
2
Barndorff-Nielsen, Olee
1
Bec, Frédérique
1
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1
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1
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1
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1
Graversen, Svend Erik
1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of econometrics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Journal of applied econometrics
2
Journal of the American Statistical Association : JASA
2
Econometric reviews
1
Finance and stochastics
1
Oxford bulletin of economics and statistics
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
The review of economic studies
1
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OLC EcoSci
ECONIS (ZBW)
238
RePEc
236
BASE
18
Other ZBW resources
4
EconStor
3
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1
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 341-372
Persistent link: https://www.econbiz.de/10007279810
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