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A parsimonious and universal d...
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Barndorff-Nielsen, Ole E.
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Shephard, Neil G.
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Lunde, Asger
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Barndorff-Nielsen, O.
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Graversen, Svend Erik
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Jacod, Jean
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ECONIS (ZBW)
92
RePEc
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71
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:
72
Normal modified stable processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598165
Saved in:
73
Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
Saved in:
74
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
Saved in:
75
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:
76
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
77
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:
78
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:
79
Note on expoential families and M-ancillarity
Barndorff-Nielsen, O.
;
Kvist, H. K.
- In:
Scandinavian journal of statistics : SJS ; theory and …
1
(
1974
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10001869261
Saved in:
80
On the minimal sufficiency of the likelihood function
Barndorff-Nielsen, O.
;
Hoffmann-Jørgensen, J.
;
Pedersen, K.
- In:
Scandinavian journal of statistics : SJS ; theory and …
3
(
1976
)
1
,
pp. 37-38
Persistent link: https://www.econbiz.de/10001869295
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