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~subject:"Volatility"
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Multipower variation and stoch...
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Volatility
Theorie
95
Theory
93
Stochastic process
64
Stochastischer Prozess
64
Estimation theory
56
Schätztheorie
56
Volatilität
54
Zeitreihenanalyse
47
Time series analysis
45
Econometrics
34
Quadratic variation
32
ARCH model
27
ARCH-Modell
27
Stochastic volatility
26
Realised variance
25
Markov chain Monte Carlo
23
Bayesian inference
20
stochastic volatility
20
Financial market
19
Finanzmarkt
19
State space model
19
Multivariate Analyse
18
Multivariate analysis
18
Zustandsraummodell
18
Großbritannien
17
Realised volatility
17
Martingale
16
Estimation
15
Martingal
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
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45
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English
59
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Shephard, Neil G.
37
Barndorff-Nielsen, Ole E.
33
Shephard, Neil
14
Sheppard, Kevin
8
Chib, Siddhartha
6
Andersen, Torben
4
Nakajima, Jouchi
3
Nardari, Federico
3
Noureldin, Diaa
3
Omori, Yasuhiro
3
Veraart, Almut
3
Fiorentini, Gabriele
2
Harvey, Andrew C.
2
Meddahi, Nour
2
Mykland, Per A.
2
Podolskij, Mark
2
Sentana, Enrique
2
Stelzer, Robert
2
Veraart, Almut E. D.
2
Benth, Fred Espen
1
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Corcuera, José Manual
1
Corcuera, José Manuel
1
Engle, Robert F.
1
Graversen, Svend Erik
1
Hoyle, Edward
1
Pakel, Cavit
1
Schmiegel, Jürgen
1
Sentana, Gabriele Fiorentini Enrique
1
Winkel, Matthias
1
Xiu, Dacheng
1
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Department of Economics, Oxford University
6
Nuffield College
4
Economics Group, Nuffield College, University of Oxford
2
Centre for Analytical Finance <Århus>
1
Conference on Realized Volatility <2006, Montréal>
1
London School of Economics (LSE)
1
Oxford Financial Research Centre
1
School of Economics and Management, University of Aarhus
1
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Economics discussion papers
8
Economics Series Working Papers / Department of Economics, Oxford University
6
Journal of econometrics
6
Oxford Financial Research Centre economics series
5
CREATES research paper
3
Department of Economics discussion paper series / University of Oxford
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Advanced texts in econometrics
2
Economics Papers / Economics Group, Nuffield College, University of Oxford
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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
CREATES Research Paper
1
CREATES Research Paper 2009-25
1
CREATES Research Papers
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Finance and stochastics
1
Handbook of financial time series
1
LSE Research Online Documents on Economics
1
Mathematical control theory and finance
1
Mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
54
RePEc
10
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1
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003178754
Saved in:
8
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:
9
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:
10
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984062
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