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:"Theory"
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
Theory
Theorie
94
Stochastic process
65
Stochastischer Prozess
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
36
Undetermined
1
Type of publication
All
Book / Working Paper
67
Article
26
Type of publication (narrower categories)
All
Arbeitspapier
39
Working Paper
39
Graue Literatur
36
Non-commercial literature
36
Article in journal
22
Aufsatz in Zeitschrift
22
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
3
Konferenzschrift
3
Sammelwerk
3
Conference proceedings
2
Aufsatzsammlung
1
Lehrbuch
1
Statistik
1
more ...
less ...
Language
All
English
93
Author
All
Barndorff-Nielsen, Ole E.
53
Shephard, Neil G.
53
Shephard, Neil
8
Chib, Siddhartha
7
Benth, Fred Espen
6
Podolskij, Mark
6
Bos, Charles S.
5
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
Atkinson, A. C.
1
Atkinson, Anthony C.
1
Corcuera, José Manual
1
Cox, David R.
1
Elerian, Ola
1
Fiorentini, Gabriele
1
Flury, Thomas
1
Hendry, David F.
1
Hinkley, David V.
1
Hoyle, Edward
1
Jacob, Jean
1
Jacod, Jean
1
Kooiman, Siem J.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
8
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Nuffield College
1
Séminaire Européen de Statistique <2, 1994, Oxford>
1
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Economics discussion papers
8
Department of Economics discussion paper series / University of Oxford
6
CREATES research paper
5
Oxford Financial Research Centre economics series
4
CREATES Research Paper
3
Discussion paper / Tinbergen Institute
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
3
Department of Economics discussion paper series
2
Econometric theory
2
Finance and stochastics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The econometrics journal
2
The review of economic studies
2
Advanced mathematical methods for finance
1
Advanced series on statistical science & applied probability
1
Advances in economics and econometrics ; Vol. 3
1
CREATES Research Paper 2009-25
1
CREATES Research Paper 2010-17
1
CREATES Research Paper 2010-18
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the Royal Statistical Society
1
Mathematical control theory and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Monographs on statistics and applied probability
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Time series models : in econometrics, finance and other fields
1
Wiley series in probability and mathematical statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
Saved in:
2
Estimating quadratic variation using realized variance
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001709311
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
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2004
Persistent link: https://www.econbiz.de/10002704142
Saved in:
6
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
7
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:
8
Econometric analysis of realised volatility and its use in estimating stochastic volatility models
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598164
Saved in:
9
Normal modified stable processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598165
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
