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:"Volatilität"
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
Some parametric models on the...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
43
Theory
43
Stochastic process
35
Stochastischer Prozess
35
Volatility
24
Estimation theory
15
Schätztheorie
15
Financial market
13
Finanzmarkt
13
Martingal
11
Martingale
11
Econometric model
9
Option pricing theory
9
Optionspreistheorie
9
Time series analysis
9
Zeitreihenanalyse
9
Ökonometrisches Modell
9
CAPM
7
Statistical distribution
7
Statistische Verteilung
7
Analysis of variance
6
Correlation
6
Korrelation
6
Multivariate Analyse
6
Multivariate analysis
6
Varianzanalyse
6
Börsenkurs
5
Derivat
5
Derivative
5
Econometrics
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Share price
5
Ökonometrie
5
Measurement
4
Messung
4
Modellierung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Book / Working Paper
15
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
14
Working Paper
14
Graue Literatur
12
Non-commercial literature
12
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
3
Book section
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
24
Author
All
Barndorff-Nielsen, Ole E.
24
Shephard, Neil G.
16
Stelzer, Robert
2
Veraart, Almut E. D.
2
Andersen, Torben
1
Corcuera, José Manual
1
Graversen, Svend Erik
1
Podolskij, Mark
1
Schmiegel, Jürgen
1
Winkel, Matthias
1
more ...
less ...
Institution
All
Nuffield College
3
Centre for Analytical Finance <Århus>
1
Oxford Financial Research Centre
1
Published in...
All
Economics discussion papers
5
Oxford Financial Research Centre economics series
4
CREATES research paper
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in economics and econometrics ; Vol. 3
1
Finance and stochastics
1
Journal of econometrics
1
Mathematical control theory and finance
1
Mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
Saved in:
3
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
4
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
5
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:
6
Stochastic volatility of volatility and variance risk premia
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10009708931
Saved in:
7
The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 275-296
Persistent link: https://www.econbiz.de/10009721748
Saved in:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
