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
~type_genre:"Non-commercial literature"
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
Designing realised kernels to...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
69
Theory
69
Volatility
39
Volatilität
39
Stochastic process
34
Stochastischer Prozess
34
Estimation theory
32
Schätztheorie
32
Time series analysis
29
Zeitreihenanalyse
29
ARCH model
26
ARCH-Modell
26
Großbritannien
15
United Kingdom
15
Financial market
13
Finanzmarkt
13
Forecasting model
13
Prognoseverfahren
13
Multivariate Analyse
12
Multivariate analysis
12
Martingal
11
Martingale
11
Markov chain
10
Markov-Kette
10
Correlation
9
Korrelation
9
Regression analysis
9
Regressionsanalyse
9
State space model
9
Statistical test
9
Statistischer Test
9
Zustandsraummodell
9
USA
8
United States
8
Bayes-Statistik
7
Bayesian inference
7
Estimation
7
Schätzung
7
CAPM
6
Capital income
6
more ...
less ...
Online availability
All
Free
115
Undetermined
2
Type of publication
All
Book / Working Paper
159
Type of publication (narrower categories)
All
Non-commercial literature
Working Paper
186
Arbeitspapier
164
Graue Literatur
159
Article in journal
95
Aufsatz in Zeitschrift
95
Aufsatz im Buch
14
Book section
14
Collection of articles of several authors
6
Sammelwerk
6
Aufsatzsammlung
4
Konferenzschrift
4
Conference proceedings
3
Hochschulschrift
3
Lehrbuch
2
Thesis
2
Article
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Conference paper
1
Dissertation u.a. Prüfungsschriften
1
Handbook
1
Handbuch
1
Konferenzbeitrag
1
Research Report
1
Rezension
1
Sammlung
1
Statistik
1
Systematic review
1
Textbook
1
research-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
156
Danish
2
German
1
Author
All
Shephard, Neil G.
85
Barndorff-Nielsen, Ole E.
51
Lunde, Asger
43
Hansen, Peter Reinhard
38
Sheppard, Kevin
12
Timmermann, Allan
11
Chib, Siddhartha
6
Hansen, Peter
6
Bennedsen, Mikkel
5
Graversen, Svend Erik
5
Pakkanen, Mikko S.
5
Veraart, Almut E. D.
5
Nason, James Michael
4
Noureldin, Diaa
4
Podolskij, Mark
4
Benth, Fred Espen
3
Blake, David
3
Bos, Charles S.
3
Britton, Jack
3
Engle, Robert F.
3
Fiorentini, Gabriele
3
Flury, Thomas
3
Jacod, Jean
3
Pollard, David G.
3
Sentana, Enrique
3
Andersen, Torben
2
Corcuera, José Manual
2
Doornik, Jurgen A.
2
Doucet, Arnaud
2
Floor Brix, Anne
2
Grønborg, Niels S.
2
Horel, Guillaume
2
Huang, Zhuo
2
Kinnebrock, Silja
2
Koopman, Siem Jan
2
Mykland, Per A.
2
Nakajima, Jouchi
2
Olesen, Kasper V.
2
Omori, Yasuhiro
2
Pakel, Cavit
2
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
12
Brown University / Department of Economics
10
Nuffield College
7
Oxford Financial Research Centre
2
Centret for Udviklingsforskning
1
Instituto Valenciano de Investigaciones Económicas
1
Published in...
All
CREATES research paper
33
Economics discussion papers
33
Department of Economics discussion paper series / University of Oxford
18
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Working papers / Brown University, Department of Economics
10
Oxford Financial Research Centre economics series
8
DIIS working paper
4
Discussion paper / Tinbergen Institute
3
EUI working paper
3
IFS working paper
3
Department of Economics discussion paper series
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper series / LSE Financial Markets Group
2
Global COE Hi-Stat discussion paper series
2
Mathematical finance
2
Working papers / Federal Reserve Bank of Atlanta
2
DIIS reports
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / the Pensions Institute, Birkbeck College, University of London
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
PhD thesis / Department of Economics, University of Aarhus
1
Schriften zu Management und KMU
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / Federal Reserve Bank of Atlanta
1
Working papers / Harvard Business School, Division of Research
1
Working papers / Instituto Valenciano de Investigaciones Económicas
1
more ...
less ...
Source
All
ECONIS (ZBW)
159
Showing
1
-
10
of
159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
2
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
3
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
4
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
5
Regular and modified kernel-based estimator of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
Persistent link: https://www.econbiz.de/10002704173
Saved in:
6
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003367503
Saved in:
7
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
Saved in:
8
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807420
Saved in:
9
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
Saved in:
10
Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10003981985
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...
