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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
166
Theory
158
Volatility
118
Volatilität
108
Zeitreihenanalyse
77
Schätztheorie
76
Time series analysis
76
Stochastic process
75
Estimation theory
73
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55
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35
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32
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32
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29
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28
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stochastic volatility
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Free
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Book / Working Paper
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English
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Barndorff-Nielsen, Ole E.
44
Shephard, Neil G.
37
Lunde, Asger
10
Chib, Siddhartha
9
Bennedsen, Mikkel
6
Benth, Fred Espen
5
Pakkanen, Mikko S.
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
Brix, Anne Floor
1
Cavaliere, Giuseppe
1
Floor Brix, Anne
1
Graversen, Svend Erik
1
Harvey, Andrew C.
1
Levendorskij, Sergej Z.
1
Manrique, Aurora
1
Pakkanen, Mikko
1
Pollard, David G.
1
Schmiegel, Jürgen
1
Shepard, Neil
1
Wei, Wei
1
Winkel, Matthias
1
Woerner, Jeanette
1
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Centre for Analytical Finance <Århus>
6
Nuffield College
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CREATES research paper
11
Economics discussion papers
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8
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3
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Econometric modelling of durations between economic events
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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
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Handbook of financial time series
1
Journal of financial econometrics
1
Mathematical control theory and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
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ECONIS (ZBW)
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1
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
2
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
3
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
4
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
1999
Persistent link: https://www.econbiz.de/10001455827
Saved in:
5
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002704097
Saved in:
6
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:
7
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:
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
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038
Saved in:
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