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308
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174
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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
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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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62
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35
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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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Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
122
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
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123
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
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124
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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125
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
-
2004
Persistent link: https://www.econbiz.de/10001906792
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126
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
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127
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
(
contributor
);
Shephard, Neil G.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923931
Saved in:
128
Simulation-based likelihood inference for limited dependent processes
Manrique, Aurora
;
Shephard, Neil G.
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10001443690
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129
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
1999
Persistent link: https://www.econbiz.de/10001455827
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130
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
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