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:"Stochastischer Prozess"
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
Comment
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
94
Theory
93
Stochastic process
65
Volatility
65
Estimation theory
56
Schätztheorie
56
Volatilität
55
Zeitreihenanalyse
47
Time series analysis
46
Econometrics
34
Quadratic variation
32
ARCH model
27
ARCH-Modell
27
Stochastic volatility
26
Realised variance
25
Markov chain Monte Carlo
22
Bayesian inference
20
Financial market
19
Finanzmarkt
19
State space model
19
stochastic volatility
19
Multivariate Analyse
18
Multivariate analysis
18
Zustandsraummodell
18
Großbritannien
17
Realised volatility
17
Estimation
15
Martingal
15
Martingale
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
31
Undetermined
1
Type of publication
All
Book / Working Paper
50
Article
15
Type of publication (narrower categories)
All
Arbeitspapier
32
Working Paper
32
Graue Literatur
30
Non-commercial literature
30
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
2
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Lehrbuch
1
Rezension
1
Sammelwerk
1
more ...
less ...
Language
All
English
65
Author
All
Barndorff-Nielsen, Ole E.
44
Shephard, Neil G.
37
Chib, Siddhartha
9
Benth, Fred Espen
5
Podolskij, Mark
5
Veraart, Almut E. D.
5
Andersen, Torben
4
Stelzer, Robert
4
Veraart, Almut
4
Corcuera, José Manuel
3
Nakajima, Jouchi
3
Omori, Yasuhiro
3
Shephard, Neil
3
Corcuera, José Manual
2
Elerian, Ola
2
Nardari, Federico
2
Pitt, Michael K.
2
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Graversen, Svend Erik
1
Harvey, Andrew C.
1
Levendorskij, Sergej Z.
1
Manrique, Aurora
1
Pollard, David G.
1
Schmiegel, Jürgen
1
Shepard, Neil
1
Winkel, Matthias
1
Woerner, Jeanette
1
Širjaev, Alʹbert N.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
6
Nuffield College
3
Published in...
All
Economics discussion papers
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
CREATES research paper
7
Oxford Financial Research Centre economics series
4
CREATES Research Paper
3
Department of Economics discussion paper series / University of Oxford
3
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Advanced texts in econometrics
2
Mathematical finance
2
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advanced series on statistical science & applied probability
1
CREATES Research Paper 2009-25
1
CREATES Research Paper 2010-17
1
CREATES Research Paper 2010-18
1
Department of Economics discussion paper series
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
Handbook of financial time series
1
Mathematical control theory and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579331
Saved in:
3
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579520
Saved in:
4
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:
5
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10002214180
Saved in:
6
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 217-252
Persistent link: https://www.econbiz.de/10003298574
Saved in:
7
Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003178720
Saved in:
8
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
9
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
10
Power and bipower variation with stochastic volatility and jumps : discussion
Andersen, Torben
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10002575826
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
