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Time change, volatility, and t...
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Barndorff-Nielsen, Ole E.
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122
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37
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ECONIS (ZBW)
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Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
12
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
Saved in:
13
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807420
Saved in:
14
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
Saved in:
15
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
Saved in:
16
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
Saved in:
17
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
18
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
19
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
Saved in:
20
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
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