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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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32
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27
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25
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311
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217
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Shephard, Neil
307
Barndorff-Nielsen, Ole E.
240
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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
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6
Xiu, Dacheng
6
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5
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69
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59
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25
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10
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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
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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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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
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ECONIS (ZBW)
238
RePEc
236
OLC EcoSci
29
BASE
18
Other ZBW resources
4
EconStor
3
Showing
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528
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51
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2004
Persistent link: https://www.econbiz.de/10002704142
Saved in:
52
Regular and modified kernel-based estimator of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
Persistent link: https://www.econbiz.de/10002704173
Saved in:
53
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003363996
Saved in:
54
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003367503
Saved in:
55
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/10003367588
Saved in:
56
Econometric analysis of realised volatility and its use in estimating stochastic volatility models
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598164
Saved in:
57
Normal modified stable processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598165
Saved in:
58
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
Saved in:
59
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
Saved in:
60
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
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