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~subject:"Ökonometrisches Modell"
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Ökonometrisches Modell
Theorie
53
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Stochastic process
43
Stochastischer Prozess
43
Volatility
33
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30
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7
Bipower variation
7
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Multivariate Analyse
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Multivariate analysis
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Semimartingales
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Statistical distribution
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English
9
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Barndorff-Nielsen, Ole E.
9
Shephard, Neil G.
8
Graversen, Svend Erik
3
Jacod, Jean
3
Shepard, N.
1
Winkel, Matthias
1
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Economics discussion papers
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Oxford Financial Research Centre economics series
2
Advances in economics and econometrics ; Vol. 3
1
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1
Econometric theory
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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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. 677-719
Persistent link: https://www.econbiz.de/10003351877
Saved in:
2
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
3
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003178754
Saved in:
4
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2005
Persistent link: https://www.econbiz.de/10003178786
Saved in:
5
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002997267
Saved in:
6
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002998132
Saved in:
7
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2005
Persistent link: https://www.econbiz.de/10002689302
Saved in:
8
Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002689309
Saved in:
9
Modelling by Lévy processes for financial econometrics
Barndorff-Nielsen, Ole E.
;
Shepard, N.
-
2000
Persistent link: https://www.econbiz.de/10001500135
Saved in:
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