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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
53
Theory
52
Stochastic process
43
Stochastischer Prozess
43
Volatility
33
Quadratic variation
30
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Multivariate Analyse
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Semimartingales
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quadratic variation
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English
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Barndorff-Nielsen, Ole E.
10
Shephard, Neil G.
6
Graversen, Svend Erik
4
Podolskij, Mark
4
Jacod, Jean
3
Barndorff-Nielsen, Ole Eiler
1
Cox, David R.
1
Hinkley, David V.
1
Jacob, Jean
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Séminaire Européen de Statistique <2, 1994, Oxford>
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Oxford Financial Research Centre economics series
3
Advances in economics and econometrics ; Vol. 3
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
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
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:
5
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002364025
Saved in:
6
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038
Saved in:
7
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002704097
Saved in:
8
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:
9
Time series models : in econometrics, finance and other fields
Cox, David R.
(
contributor
);
Cox, David R.
(
ed.
); …
-
1996
-
1. ed.
Persistent link: https://www.econbiz.de/10013393797
Saved in:
10
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole Eiler
;
Graversen, Svend Erik
; …
-
2004
Central limit theorem, quadratic variation, bipower variation
Persistent link: https://www.econbiz.de/10010296635
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