//--> //--> //--> //-->
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
Panel experiments and dynamic...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Finanzmarkt
Theorie
73
Theory
72
Estimation theory
58
Schätztheorie
58
Volatility
51
Zeitreihenanalyse
46
Time series analysis
45
Volatilität
42
Stochastic process
39
Stochastischer Prozess
39
Econometrics
35
Quadratic variation
32
ARCH model
26
ARCH-Modell
26
Realised variance
25
Stochastic volatility
25
Markov chain Monte Carlo
23
Bayesian inference
21
State space model
19
Zustandsraummodell
18
stochastic volatility
18
Realised volatility
17
Financial market
16
Großbritannien
16
Multivariate Analyse
16
Multivariate analysis
16
United Kingdom
15
Bayes-Statistik
13
Correlation
13
Estimation
13
Kalman filter
13
Korrelation
13
Schätzung
13
Market frictions
12
Markov chain
12
Semimartingale
12
Simulation
12
Markov-Kette
11
particle filter
11
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
13
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
13
Working Paper
13
Graue Literatur
12
Non-commercial literature
12
Aufsatz im Buch
2
Book section
2
Article in journal
1
Aufsatz in Zeitschrift
1
more ...
less ...
Language
All
English
16
Author
All
Shephard, Neil G.
16
Barndorff-Nielsen, Ole E.
11
Andersen, Torben
3
Graversen, Svend Erik
3
Jacod, Jean
3
Pollard, David G.
3
Sheppard, Kevin
2
Winkel, Matthias
1
more ...
less ...
Published in...
All
Economics discussion papers
6
Department of Economics discussion paper series / University of Oxford
4
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
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
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
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:
3
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
4
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->