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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
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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
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Subsampling realised kernels
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - 2006
Persistent link: https://www.econbiz.de/10003363996
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Subsampling realised kernels
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - 2006
Persistent link: https://www.econbiz.de/10003367503
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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
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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
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Normal modified stable processes
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2001
Persistent link: https://www.econbiz.de/10001598165
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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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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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Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032