Narrow search
Showing 11 - 20 of 561
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2007
Persistent link: https://www.econbiz.de/10003691562
Cover Image
Subsampling realised kernels
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - 2006
Persistent link: https://www.econbiz.de/10003385904
Cover Image
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
Cover Image
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
Cover Image
Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.; Pollard, David G.; Shephard, … - 2010
Persistent link: https://www.econbiz.de/10008659413
Cover Image
Basics of Lévy processes
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2012
Persistent link: https://www.econbiz.de/10009579331
Cover Image
Basics of Lévy processes
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2012
Persistent link: https://www.econbiz.de/10009579520