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Theorie
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308
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174
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150
Chib, Siddhartha
43
Lunde, Asger
42
Sheppard, Kevin
38
Hansen, Peter Reinhard
35
Sentana, Enrique
15
Fiorentini, Gabriele
14
Koopman, Siem Jan
14
Noureldin, Diaa
14
Rydberg, Tina Hviid
13
Graversen, Svend Erik
11
Bos, Charles S.
10
Nakajima, Jouchi
10
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10
Omori, Yasuhiro
10
Shephard, N.
10
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9
Jacod, Jean
9
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9
Rahbek, Anders
9
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8
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7
Kinnebrock, Silja
7
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7
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6
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6
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6
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6
Pakel, Cavit
6
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6
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6
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6
Xiu, Dacheng
6
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5
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5
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5
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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1
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1
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1
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1
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Economics Series Working Papers / Department of Economics, Oxford University
69
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62
Economics discussion papers
35
OFRC Working Papers Series
25
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23
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20
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12
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11
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9
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8
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7
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6
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5
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
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3
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RePEc
222
ECONIS (ZBW)
193
OLC EcoSci
30
BASE
18
EconStor
5
Other ZBW resources
4
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101
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
102
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
103
Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
Saved in:
104
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2005
Persistent link: https://www.econbiz.de/10002689302
Saved in:
105
Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002689309
Saved in:
106
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002704097
Saved in:
107
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:
108
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:
109
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
110
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003363996
Saved in:
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