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Shephard, Neil G.
16
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11
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Graversen, Svend Erik
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Jacod, Jean
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ECONIS (ZBW)
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Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2005
Persistent link: https://www.econbiz.de/10002689302
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2
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:
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
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
6
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
7
Realising the future: forecasting with high frequency based volatility (HEAVY) models
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003875073
Saved in:
8
Realising the future: forecasting with high frequency based volatility (HEAVY) models
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003875108
Saved in:
9
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:
10
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
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