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Multipower variation and stoch...
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Theorie
95
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93
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64
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56
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56
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54
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34
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32
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317
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Shephard, Neil
308
Barndorff-Nielsen, Ole E.
240
Shephard, Neil G.
150
Chib, Siddhartha
43
Lunde, Asger
42
Sheppard, Kevin
38
Hansen, Peter Reinhard
35
Podolskij, Mark
16
Sentana, Enrique
15
Fiorentini, Gabriele
14
Graversen, Svend Erik
14
Koopman, Siem Jan
14
Noureldin, Diaa
14
Rydberg, Tina Hviid
13
Jacod, Jean
12
Benth, Fred Espen
11
Veraart, Almut E. D.
11
Bos, Charles S.
10
Nakajima, Jouchi
10
Nardari, Federico
10
Omori, Yasuhiro
10
Shephard, N.
10
Barndorff-Nielsen, O.
9
Flury, Thomas
9
Kim, Sangjoon
9
Rahbek, Anders
9
Britton, Jack
8
Corcuera, José Manuel
8
Veraart, Almut
8
Barndorff-Nielsen, Ole
7
Harvey, Andrew C.
7
Kinnebrock, Silja
7
Pollard, David G.
7
Barndorff-Nielsen, O. E.
6
Bec, Frédérique
6
Engle, Robert F.
6
Mykland, Per A.
6
Pakel, Cavit
6
Pitt, Michael K
6
Stelzer, Robert
6
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Department of Economics, Oxford University
69
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62
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25
Centre for Analytical Finance <Århus>
10
School of Economics and Management, University of Aarhus
10
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7
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2
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2
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1
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1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Realized Volatility <2006, Montréal>
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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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
Economics Papers / Economics Group, Nuffield College, University of Oxford
62
Economics discussion papers
34
OFRC Working Papers Series
25
Journal of econometrics
23
Department of Economics discussion paper series / University of Oxford
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Oxford Financial Research Centre economics series
12
CREATES research paper
11
Journal of Econometrics
11
CREATES Research Papers
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Stochastic Processes and their Applications
7
Scandinavian Journal of Statistics
6
Journal of applied econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Scandinavian journal of statistics : SJS ; theory and applications
5
CREATES Research Paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometric Theory
4
Econometrica
4
Econometrics Journal
4
Journal of Applied Econometrics
4
Journal of Business & Economic Statistics
4
Journal of Financial Econometrics
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
The econometrics journal
4
Discussion paper / Tinbergen Institute
3
Finance and stochastics
3
IFS Working Papers
3
IFS working paper
3
Journal of the Royal Statistical Society Series B
3
Quantitative Finance
3
The review of economic studies
3
Advanced texts in econometrics
2
Annals of the Institute of Statistical Mathematics
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Source
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RePEc
257
ECONIS (ZBW)
242
OLC EcoSci
32
BASE
18
EconStor
8
Other ZBW resources
4
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31
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002998132
Saved in:
32
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
33
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
34
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
35
Power and bipower variation with stochastic volatility and jumps : discussion
Andersen, Torben
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10002575826
Saved in:
36
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984062
Saved in:
37
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
Saved in:
38
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:
39
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:
40
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:
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