Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Panel experiments and dynamic...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
73
Theory
72
Estimation theory
57
Schätztheorie
57
Volatility
51
Zeitreihenanalyse
46
Time series analysis
45
Volatilität
42
Stochastic process
39
Stochastischer Prozess
39
Econometrics
35
Quadratic variation
32
ARCH model
26
ARCH-Modell
26
Realised variance
25
Stochastic volatility
25
Markov chain Monte Carlo
23
Bayesian inference
21
State space model
19
Zustandsraummodell
18
stochastic volatility
18
Realised volatility
17
Financial market
16
Finanzmarkt
16
Großbritannien
16
Multivariate Analyse
16
Multivariate analysis
16
United Kingdom
15
Bayes-Statistik
13
Correlation
13
Estimation
13
Kalman filter
13
Korrelation
13
Schätzung
13
Market frictions
12
Markov chain
12
Semimartingale
12
Simulation
12
Markov-Kette
11
particle filter
11
more ...
less ...
Online availability
All
Free
249
Undetermined
49
Type of publication
All
Book / Working Paper
352
Article
147
Type of publication (narrower categories)
All
Working Paper
110
Arbeitspapier
106
Graue Literatur
101
Non-commercial literature
101
Article in journal
46
Aufsatz in Zeitschrift
46
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
3
Aufsatzsammlung
2
Conference proceedings
2
Article
1
Rezension
1
more ...
less ...
Language
All
English
289
Undetermined
208
German
2
Author
All
Shephard, Neil
308
Barndorff-Nielsen, Ole E.
174
Shephard, Neil G.
150
Chib, Siddhartha
43
Lunde, Asger
42
Sheppard, Kevin
38
Hansen, Peter Reinhard
35
Bojinov, Iavor
22
Sentana, Enrique
15
Fiorentini, Gabriele
14
Koopman, Siem Jan
14
Noureldin, Diaa
14
Rambachan, Ashesh
13
Rydberg, Tina Hviid
13
Graversen, Svend Erik
11
Bos, Charles S.
10
Nakajima, Jouchi
10
Nardari, Federico
10
Omori, Yasuhiro
10
Shephard, N.
10
Flury, Thomas
9
Jacod, Jean
9
Kim, Sangjoon
9
Rahbek, Anders
9
Britton, Jack
8
Harvey, Andrew C.
7
Kinnebrock, Silja
7
Mullainathan, Sendhil
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
Andersen, Torben
5
Doornik, Jurgen A.
5
more ...
less ...
Institution
All
Department of Economics, Oxford University
69
Economics Group, Nuffield College, University of Oxford
62
Finance Research Centre, Oxford University
25
Nuffield College
7
Centre for Analytical Finance <Århus>
5
National Bureau of Economic Research
4
School of Economics and Management, University of Aarhus
3
HAL
2
Oxford Financial Research Centre
2
Oxford University Press
2
Center for Advanced Research in Finance, Faculty of Economics
1
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Realized Volatility <2006, Montréal>
1
EconWPA
1
Econometric Society
1
Financial Markets Group
1
Institute of Economic Research, Hitotsubashi University
1
Instituto Valenciano de Investigaciones Económicas
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
London School of Economics (LSE)
1
Stata User Group
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Tilburg University, Center for Economic Research
1
Tinbergen Institute
1
Tinbergen Instituut
1
arXiv.org
1
more ...
less ...
Published in...
All
Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
62
Economics discussion papers
35
OFRC Working Papers Series
25
Journal of econometrics
23
Department of Economics discussion paper series / University of Oxford
20
Oxford Financial Research Centre economics series
12
Working papers / Harvard Business School, Division of Research
12
Journal of Econometrics
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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
Journal of applied econometrics
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometric Theory
4
Econometrica
4
Econometrics Journal
4
Journal of Applied Econometrics
4
Journal of Business & Economic Statistics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
NBER working paper series
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
The econometrics journal
4
CREATES Research Papers
3
Discussion paper / Tinbergen Institute
3
IFS Working Papers
3
IFS working paper
3
The review of economic studies
3
Advanced texts in econometrics
2
CREATES research paper
2
Department of Economics discussion paper series
2
Discussion paper series / LSE Financial Markets Group
2
Econometric reviews
2
Harvard-Business-Manager : das Wissen der Besten
2
Journal of Financial Econometrics
2
Journal of forecasting
2
Journal of the American Statistical Association : JASA
2
Mathematical finance
2
NYU Working Paper
2
more ...
less ...
Source
All
RePEc
222
ECONIS (ZBW)
220
OLC EcoSci
30
BASE
18
EconStor
5
Other ZBW resources
4
Showing
51
-
60
of
499
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2005
Persistent link: https://www.econbiz.de/10002689302
Saved in:
54
Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002689309
Saved in:
55
Parallel computation in econometrics : a simplified approach
Doornik, Jurgen A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124438
Saved in:
56
Dynamics of trade-by-trade price movements: decomposition and models
Rydberg, Tina Hvild
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10002220788
Saved in:
57
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
58
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
59
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
60
Likelihood-based estimation of latent generalized arch structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1481-1517
Persistent link: https://www.econbiz.de/10002197476
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
