//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Finanzmarkt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Multipower variation and stoch...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Finanzmarkt
Theorie
95
Theory
93
Stochastic process
64
Stochastischer Prozess
64
Volatility
64
Estimation theory
56
Schätztheorie
56
Volatilität
54
Zeitreihenanalyse
47
Time series analysis
45
Econometrics
34
Quadratic variation
32
ARCH model
27
ARCH-Modell
27
Stochastic volatility
26
Realised variance
25
Markov chain Monte Carlo
23
Bayesian inference
20
stochastic volatility
20
Financial market
19
State space model
19
Multivariate Analyse
18
Multivariate analysis
18
Zustandsraummodell
18
Großbritannien
17
Realised volatility
17
Martingale
16
Estimation
15
Martingal
15
Schätzung
15
United Kingdom
15
Correlation
14
Korrelation
14
Kalman filter
13
Bayes-Statistik
12
Börsenkurs
12
Market frictions
12
Markov chain
12
Semimartingale
12
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
15
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
14
Working Paper
14
Graue Literatur
13
Non-commercial literature
13
Article in journal
2
Aufsatz im Buch
2
Aufsatz in Zeitschrift
2
Book section
2
more ...
less ...
Language
All
English
19
Author
All
Shephard, Neil G.
16
Barndorff-Nielsen, Ole E.
14
Andersen, Torben
3
Graversen, Svend Erik
3
Jacod, Jean
3
Pollard, David G.
3
Sheppard, Kevin
2
Stelzer, Robert
2
Winkel, Matthias
1
more ...
less ...
Published in...
All
Economics discussion papers
6
Department of Economics discussion paper series / University of Oxford
4
CREATES research paper
2
Oxford Financial Research Centre economics series
2
Advances in economics and econometrics ; Vol. 3
1
CREATES Research Paper
1
Econometric theory
1
Handbook of financial time series
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10003981985
Saved in:
4
Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10003981997
Saved in:
5
Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10008659413
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/10003178754
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/10003178786
Saved in:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->