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~subject:"Martingal"
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Martingal
Theorie
53
Theory
52
Stochastic process
43
Stochastischer Prozess
43
Volatility
33
Quadratic variation
30
Volatilität
28
Realised variance
25
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22
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18
Estimation theory
17
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17
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16
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14
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14
Martingale
14
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11
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11
Power variation
10
Time series analysis
10
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9
Levy process
9
Option pricing theory
9
Optionspreistheorie
9
Ökonometrisches Modell
9
Long run variance estimator
8
Semimartingale
8
Analysis of variance
7
Bipower variation
7
CAPM
7
Correlation
7
Korrelation
7
Multivariate Analyse
7
Multivariate analysis
7
Semimartingales
7
Statistical distribution
7
Statistische Verteilung
7
Varianzanalyse
7
quadratic variation
7
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11
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2
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8
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8
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8
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1
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English
13
Author
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Barndorff-Nielsen, Ole E.
13
Graversen, Svend Erik
6
Shephard, Neil G.
6
Jacod, Jean
5
Podolskij, Mark
4
Benth, Fred Espen
3
Veraart, Almut E. D.
2
Corcuera, José Manual
1
Jacob, Jean
1
Shephard, Neil
1
Veraart, Almut
1
Winkel, Matthias
1
Širjaev, Alʹbert N.
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Centre for Analytical Finance <Århus>
1
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2
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2
Oxford Financial Research Centre economics series
2
Advanced mathematical methods for finance
1
Advanced series on statistical science & applied probability
1
CREATES Research Paper 2010-17
1
Econometric theory
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
13
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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
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
3
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
4
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
Saved in:
5
Change of time and change of measure
Barndorff-Nielsen, Ole E.
;
Širjaev, Alʹbert N.
-
2010
Persistent link: https://www.econbiz.de/10009237173
Saved in:
6
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:
7
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
8
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002364025
Saved in:
9
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:
10
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:
1
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