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150
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43
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42
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38
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35
Sentana, Enrique
15
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14
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14
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11
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10
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9
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6
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69
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62
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35
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25
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23
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11
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8
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RePEc
222
ECONIS (ZBW)
193
OLC EcoSci
30
BASE
18
EconStor
5
Other ZBW resources
4
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111
Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
Saved in:
112
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
Saved in:
113
Measuring and forecasting financial variability using realised variance
Barndorff-Nielsen, Ole E.
;
Nielsen, Bent
;
Shephard, Neil G.
- In:
State space and unobserved component models : theory …
,
(pp. 205-235)
.
2004
Persistent link: https://www.econbiz.de/10009719924
Saved in:
114
State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
);
Koopman, Siem Jan
(
contributor
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
Saved in:
115
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:
116
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/10003341258
Saved in:
117
Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 341-371
Persistent link: https://www.econbiz.de/10003374317
Saved in:
118
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003363996
Saved in:
119
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003367503
Saved in:
120
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/10003367588
Saved in:
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