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Quasi profile and directed likelihoods from estimating functions
Barndorff-Nielsen, O.E. - In: Annals of the Institute of Statistical Mathematics : AISM 47 (1995) 3, pp. 461-464
Persistent link: https://www.econbiz.de/10007336434
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Realized kernels in practice: trades and quotes
Barndorff-Nielsen, O.E.; Hansen, P.Reinhard; Lunde, A.; … - In: The econometrics journal 12 (2009) 3, pp. C1
Persistent link: https://www.econbiz.de/10008336842
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Processes of normal inverse Gaussian type
Barndorff-Nielsen, O.E. - In: Finance and stochastics 2 (1998) 1, pp. 41-68
Persistent link: https://www.econbiz.de/10008218821
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B.; Andrews, D.W.K.; … - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213