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Theorie
94
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93
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65
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65
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65
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56
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56
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55
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47
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Shephard, Neil
307
Barndorff-Nielsen, Ole E.
240
Shephard, Neil G.
149
Chib, Siddhartha
43
Lunde, Asger
42
Sheppard, Kevin
38
Hansen, Peter Reinhard
35
Sentana, Enrique
15
Fiorentini, Gabriele
14
Koopman, Siem Jan
14
Noureldin, Diaa
14
Podolskij, Mark
14
Rydberg, Tina Hviid
13
Graversen, Svend Erik
12
Benth, Fred Espen
11
Veraart, Almut E. D.
11
Bos, Charles S.
10
Jacod, Jean
10
Nakajima, Jouchi
10
Nardari, Federico
10
Omori, Yasuhiro
10
Flury, Thomas
9
Kim, Sangjoon
9
Rahbek, Anders
9
Corcuera, José Manuel
8
Veraart, Almut
8
Britton, Jack
7
Harvey, Andrew C.
7
Kinnebrock, Silja
7
Pollard, David G.
7
Barndorff-Nielsen, Ole
6
Bec, Frédérique
6
Engle, Robert F.
6
Mykland, Per A.
6
Pakel, Cavit
6
Pitt, Michael K
6
Vignoles, Anna
6
Winkel, Matthias
6
Xiu, Dacheng
6
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5
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Department of Economics, Oxford University
69
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59
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25
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10
School of Economics and Management, University of Aarhus
9
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7
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2
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2
Oxford University Press
2
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2
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1
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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
EconWPA
1
Econometric Society
1
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1
Institute of Economic Research, Hitotsubashi University
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
59
Economics discussion papers
35
OFRC Working Papers Series
25
Journal of econometrics
22
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
10
CREATES Research Papers
9
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
6
Journal of applied econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
CREATES Research Paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometric Theory
4
Econometrica
4
Journal of Applied Econometrics
4
Journal of Financial Econometrics
4
Scandinavian Journal of Statistics
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
Discussion paper / Tinbergen Institute
3
Econometrics Journal
3
Finance and stochastics
3
IFS working paper
3
Journal of Business & Economic Statistics
3
Journal of the Royal Statistical Society Series B
3
The econometrics journal
3
The review of economic studies
3
Advanced texts in econometrics
2
Department of Economics discussion paper series
2
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Discussion paper series / LSE Financial Markets Group
2
Econometric reviews
2
Finance and Stochastics
2
IFS Working Papers
2
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ECONIS (ZBW)
238
RePEc
236
OLC EcoSci
29
BASE
18
Other ZBW resources
4
EconStor
3
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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:
12
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:
13
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:
14
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:
15
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
Saved in:
16
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807420
Saved in:
17
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:
18
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
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
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
20
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:
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