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~subject:"Statistische Verteilung"
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Statistische Verteilung
Theorie
53
Theory
52
Stochastic process
43
Stochastischer Prozess
43
Volatility
33
Quadratic variation
30
Volatilität
28
Realised variance
25
Stochastic volatility
22
Econometrics
18
Estimation theory
17
Schätztheorie
17
Realised volatility
16
Financial market
14
Finanzmarkt
14
Martingale
14
Martingal
13
Market frictions
11
Zeitreihenanalyse
11
Power variation
10
Time series analysis
10
Econometric model
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
Varianzanalyse
7
quadratic variation
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6
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English
7
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Barndorff-Nielsen, Ole E.
7
Shephard, Neil G.
3
Stelzer, Robert
2
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Advanced series on statistical science & applied probability
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Department of Economics discussion paper series
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Mathematical finance
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ECONIS (ZBW)
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How accurate is the asymptotic approximation to the distribution of realised variance?
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Identification and inference for econometric models : …
,
(pp. 306-331)
.
2005
Persistent link: https://www.econbiz.de/10003352563
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2
Change of time and change of measure
Barndorff-Nielsen, Ole E.
;
Širjaev, Alʹbert N.
-
2010
Persistent link: https://www.econbiz.de/10009237173
Saved in:
3
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Levy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002721767
Saved in:
6
Probability densities and Lévy densities
Barndorff-Nielsen, Ole E.
-
2000
Persistent link: https://www.econbiz.de/10001500129
Saved in:
7
Normal modified stable processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598165
Saved in:
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