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Some parametric models on the...
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Barndorff-Nielsen, Ole E.
89
Shephard, Neil G.
58
Hansen, Peter Reinhard
15
Lunde, Asger
15
Graversen, Svend Erik
6
Veraart, Almut E. D.
6
Barndorff-Nielsen, O. E.
5
Benth, Fred Espen
4
Jacod, Jean
4
Podolskij, Mark
4
Stelzer, Robert
4
Pollard, David G.
3
Shepard, Neil
3
Corcuera, José Manual
2
Kinnebrock, Silja
2
Prause, Karsten
2
Schmiegel, Jürgen
2
Winkel, Matthias
2
Andersen, Torben
1
Cox, David R.
1
Hansen, P. Reinhard
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Hinkley, David V.
1
Jacob, Jean
1
Jørgensen, B.
1
Levendorskii, S. Z.
1
Levendorskij, Sergej Z.
1
Lindner, Alexander M.
1
Lunde, A.
1
Nielsen, Bent
1
Pakkanen, Mikko S.
1
Shepard, N.
1
Shephard, N.
1
Smyth, G.K.
1
Sorensen, M.
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Centre for Analytical Finance <Århus>
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Nuffield College
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3
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ECONIS (ZBW)
90
RePEc
4
OLC EcoSci
1
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1
WORKSHOP - Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
Smyth, G.K.
;
Jørgensen, B.
- In:
Astin bulletin : the journal of the International …
32
(
2002
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10008216295
Saved in:
2
On conditionality resolution and the likelihood ratio for curved exponential models
Barndorff-Nielsen, O. E.
- In:
Scandinavian journal of statistics : SJS ; theory and …
11
(
1984
)
3
,
pp. 157-176
Persistent link: https://www.econbiz.de/10001869281
Saved in:
3
Information and exponential families : in statistical theory
Barndorff-Nielsen, Ole E.
-
1978
Persistent link: https://www.econbiz.de/10000374801
Saved in:
4
Time change, volatility, and turbulence
Barndorff-Nielsen, Ole E.
;
Schmiegel, Jürgen
- In:
Mathematical control theory and finance
,
(pp. 29-53)
.
2008
Persistent link: https://www.econbiz.de/10003755554
Saved in:
5
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
- In:
Econometric theory
22
(
2006
)
4
,
pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
Saved in:
6
How accurate is the asymptotic approximation to the distribution of realised variance?
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Identification and inference for econometric models : …
,
(pp. 306-331)
.
2005
Persistent link: https://www.econbiz.de/10003352563
Saved in:
7
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003313338
Saved in:
8
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003341258
Saved in:
9
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003334801
Saved in:
10
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
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