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Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2007
Persistent link: https://www.econbiz.de/10003691562
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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
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Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003178720
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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
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Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038
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Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002704097
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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
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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
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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