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Theorie
Theory
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Barndorff-Nielsen, Ole E.
52
Shephard, Neil G.
20
Podolskij, Mark
7
Benth, Fred Espen
6
Hansen, Peter Reinhard
4
Lunde, Asger
4
Stelzer, Robert
4
Veraart, Almut
4
Veraart, Almut E. D.
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Graversen, Svend Erik
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3
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2
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Information and exponential families : in statistical theory
Barndorff-Nielsen, Ole E.
-
1978
Persistent link: https://www.econbiz.de/10000374801
Saved in:
2
Time change, volatility, and turbulence
Barndorff-Nielsen, Ole E.
;
Schmiegel, Jürgen
- In:
Mathematical control theory and finance
,
(pp. 29-53)
.
2008
Persistent link: https://www.econbiz.de/10003755554
Saved in:
3
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003341258
Saved in:
4
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003334801
Saved in:
5
Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
6
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
Saved in:
7
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807420
Saved in:
8
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
Saved in:
9
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
10
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
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