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Designing Realized Kernels to...
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Shephard, Neil
307
Lunde, Asger
206
Barndorff-Nielsen, Ole E.
174
Shephard, Neil G.
149
Hansen, Peter Reinhard
97
Chib, Siddhartha
43
Sheppard, Kevin
38
Timmermann, Allan
20
Nason, James M.
16
Sentana, Enrique
16
Engle, Robert F.
14
Fiorentini, Gabriele
14
Hansen, Peter R.
14
Koopman, Siem Jan
14
Noureldin, Diaa
14
Rydberg, Tina Hviid
13
Graversen, Svend Erik
11
Voev, Valeri
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Jacod, Jean
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Kim, Sangjoon
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Rahbek, Anders
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Zebedee, Allan A.
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Blake, David
7
Britton, Jack
7
Hansen, Peter
7
Harvey, Andrew C.
7
Kinnebrock, Silja
7
Pakkanen, Mikko S.
7
Pollard, David G.
7
Barndorff-Nielsen, Ole
6
Bec, Frédérique
6
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6
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6
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Conference on Realized Volatility <2006, Montréal>
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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
Journal of econometrics
25
OFRC Working Papers Series
25
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20
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9
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4
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4
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4
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3
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3
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ECONIS (ZBW)
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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/10003341258
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
Saved in:
8
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003385904
Saved in:
9
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009242524
Saved in:
10
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
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
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