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~subject:"Estimation theory"
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Estimation theory
Theorie
94
Theory
93
Stochastic process
65
Stochastischer Prozess
65
Volatility
65
Schätztheorie
56
Volatilität
55
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47
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46
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34
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32
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27
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27
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26
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25
Markov chain Monte Carlo
22
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20
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19
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19
stochastic volatility
19
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15
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15
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13
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Börsenkurs
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English
56
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Shephard, Neil G.
44
Barndorff-Nielsen, Ole E.
17
Lunde, Asger
9
Shephard, Neil
9
Hansen, Peter Reinhard
7
Sheppard, Kevin
7
Chib, Siddhartha
6
Noureldin, Diaa
4
Xiu, Dacheng
4
Engle, Robert F.
3
Flury, Thomas
3
Harvey, Andrew C.
3
Kim, Sangjoon
3
Veraart, Almut E. D.
3
Bennedsen, Mikkel
2
Doucet, Arnaud
2
Koopman, Siem Jan
2
Nardari, Federico
2
Podolskij, Mark
2
Atkinson, Anthony C.
1
Bojinov, Iavor
1
Corcuera, José Manual
1
Doornik, Jurgen A.
1
Elerian, Ola
1
Fiorentini, Gabriele
1
Graversen, Svend Erik
1
Hendry, David F.
1
Jacod, Jean
1
Nielsen, Bent
1
Pakel, Cavit
1
Rambachan, Ashesh
1
Ruiz, Esther
1
Rydberg, Tina Hviid
1
Rydberg, Tina Hvild
1
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7
Department of Economics discussion paper series / University of Oxford
6
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6
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4
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4
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3
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2
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2
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2
The review of economic studies
2
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1
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1
Global COE Hi-Stat discussion paper series
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of applied econometrics
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ECONIS (ZBW)
56
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Estimating quadratic variation using realized variance
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001709311
Saved in:
2
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
Saved in:
3
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
4
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
Saved in:
5
Regular and modified kernel-based estimator of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
Persistent link: https://www.econbiz.de/10002704173
Saved in:
6
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
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
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
8
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. 149-169
Persistent link: https://www.econbiz.de/10009270667
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
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
10
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003313338
Saved in:
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