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Correlation
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A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984062
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2
Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
Saved in:
3
Econometric analysis of realised volatility and its use in estimating stochastic volatility models
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598164
Saved in:
4
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
5
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
Saved in:
6
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
Saved in:
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