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Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.; Kinnebrock, Silja; Shephard, … - 2008
Persistent link: https://www.econbiz.de/10003807090
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Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.; Kinnebrock, Silja; Shephard, … - 2008
Persistent link: https://www.econbiz.de/10003807420
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Stochastic volatility : origins and overview
Shephard, Neil G.; Andersen, Torben - 2008
Persistent link: https://www.econbiz.de/10003807435
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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
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Fitting vast dimensional time-varying covariance models
Engle, Robert F.; Shephard, Neil G.; Sheppard, Kevin - 2008
Persistent link: https://www.econbiz.de/10003807446
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Modelling and measuring volatility
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2008
Persistent link: https://www.econbiz.de/10003807449
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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - 2008
Persistent link: https://www.econbiz.de/10003807453
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Stoachastic volatility : origins and overview
Shephard, Neil G.; Andersen, Torben - 2008
Persistent link: https://www.econbiz.de/10003818421
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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
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Fitting vast dimensional time-varying covariance models
Engle, Robert F.; Shephard, Neil G.; Sheppard, Kevin - 2008
Persistent link: https://www.econbiz.de/10003818564