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:"Working Paper"
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
Basics of Levy processes
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
40
Theory
39
Stochastic process
32
Stochastischer Prozess
32
Estimation theory
24
Schätztheorie
24
Volatility
22
Volatilität
22
Zeitreihenanalyse
20
Time series analysis
19
ARCH model
15
ARCH-Modell
15
Financial market
14
Finanzmarkt
14
Großbritannien
12
United Kingdom
11
Martingal
10
Martingale
10
Multivariate Analyse
10
Multivariate analysis
10
Zustandsraummodell
10
State space model
9
Correlation
8
Korrelation
8
Bayes-Statistik
7
Bayesian inference
7
Econometric model
7
Ökonometrisches Modell
7
CAPM
6
Econometrics
6
Higher education finance
6
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Option pricing theory
6
Optionspreistheorie
6
Schätzung
6
more ...
less ...
Online availability
All
Free
81
Type of publication
All
Book / Working Paper
110
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
107
Graue Literatur
100
Non-commercial literature
100
Article in journal
46
Aufsatz in Zeitschrift
46
Aufsatz im Buch
8
Book section
8
Collection of articles of several authors
6
Sammelwerk
6
Konferenzschrift
4
Aufsatzsammlung
3
Conference proceedings
3
Conference paper
1
Konferenzbeitrag
1
Lehrbuch
1
Rezension
1
Statistik
1
more ...
less ...
Language
All
English
110
Author
All
Shephard, Neil G.
89
Barndorff-Nielsen, Ole E.
58
Sheppard, Kevin
12
Lunde, Asger
10
Hansen, Peter Reinhard
9
Britton, Jack
5
Chib, Siddhartha
5
Graversen, Svend Erik
5
Veraart, Almut E. D.
5
Bos, Charles S.
4
Fiorentini, Gabriele
4
Noureldin, Diaa
4
Podolskij, Mark
4
Sentana, Enrique
4
Shephard, Neil
4
Vignoles, Anna
4
Benth, Fred Espen
3
Flury, Thomas
3
Jacod, Jean
3
Pollard, David G.
3
Andersen, Torben
2
Corcuera, José Manual
2
Dearden, Lorraine
2
Doornik, Jurgen A.
2
Doucet, Arnaud
2
Engle, Robert F.
2
Kinnebrock, Silja
2
Mykland, Per A.
2
Nakajima, Jouchi
2
Omori, Yasuhiro
2
Pakel, Cavit
2
Pitt, Michael K.
2
Shepard, Neil
2
Stelzer, Robert
2
Winkel, Matthias
2
Xiu, Dacheng
2
Atkinson, A. C.
1
Bec, Frédérique
1
Bennedsen, Mikkel
1
Bojinov, Iavor
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
8
Nuffield College
7
Oxford Financial Research Centre
2
Instituto Valenciano de Investigaciones Económicas
1
Published in...
All
Economics discussion papers
33
Department of Economics discussion paper series / University of Oxford
20
Oxford Financial Research Centre economics series
12
CREATES research paper
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Discussion paper / Tinbergen Institute
3
IFS working paper
3
Department of Economics discussion paper series
2
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
IFS Working Papers
2
Mathematical finance
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / LSE Financial Markets Group
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Global COE Hi-Stat discussion paper series
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
Tinbergen Institute Discussion Paper
1
Working papers / Harvard Business School, Division of Research
1
Working papers / Instituto Valenciano de Investigaciones Económicas
1
more ...
less ...
Source
All
ECONIS (ZBW)
107
EconStor
3
Showing
1
-
10
of
110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003334801
Saved in:
2
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
Saved in:
3
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807420
Saved in:
4
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:
5
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
Saved in:
6
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:
7
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:
8
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003385904
Saved in:
9
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:
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/10003981997
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...
