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Basics of Levy processes
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Theorie
Theory
93
Stochastic process
65
Stochastischer Prozess
65
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65
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56
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56
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55
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Barndorff-Nielsen, Ole E.
53
Shephard, Neil G.
53
Shephard, Neil
9
Chib, Siddhartha
7
Benth, Fred Espen
6
Bos, Charles S.
6
Podolskij, Mark
6
Lunde, Asger
5
Hansen, Peter Reinhard
4
Harvey, Andrew C.
4
Stelzer, Robert
4
Veraart, Almut
4
Veraart, Almut E. D.
4
Corcuera, José Manuel
3
Koopman, Siem Jan
3
Shepard, Neil
3
Sheppard, Kevin
3
Doornik, Jurgen A.
2
Graversen, Svend Erik
2
Kim, Sangjoon
2
Kinnebrock, Silja
2
Manrique, Aurora
2
Nardari, Federico
2
Pakel, Cavit
2
Pitt, Michael K.
2
Prause, Karsten
2
Xiu, Dacheng
2
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1
Atkinson, Anthony C.
1
Corcuera, José Manual
1
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1
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1
Hendry, David F.
1
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1
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1
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1
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1
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Centre for Analytical Finance <Århus>
8
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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1
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1
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3
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1
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1
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1
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1
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ECONIS (ZBW)
93
EconStor
1
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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:
2
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:
3
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:
4
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
Saved in:
5
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807420
Saved in:
6
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
Saved in:
7
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
8
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:
9
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:
10
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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