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Some parametric models on the...
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Theorie
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Barndorff-Nielsen, Ole E.
89
Shephard, Neil G.
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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
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3
Shepard, Neil
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Schmiegel, Jürgen
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ECONIS (ZBW)
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71
Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
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72
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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73
Estimating quadratic variation using realized variance
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001709311
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74
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
75
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
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76
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
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77
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
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78
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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79
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
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80
Apparent scaling
Barndorff-Nielsen, Ole E.
;
Prause, Karsten
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 103-113
Persistent link: https://www.econbiz.de/10001553054
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