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Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2007
Persistent link: https://www.econbiz.de/10003691562
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Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.; Pollard, David G.; Shephard, … - 2010
Persistent link: https://www.econbiz.de/10008659413
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Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.; Pollard, David G.; Shephard, … - 2010
Persistent link: https://www.econbiz.de/10003981985
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Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.; Pollard, David G.; Shephard, … - 2010
Persistent link: https://www.econbiz.de/10003981997
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Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.; Kinnebrock, Silja; Shephard, … - 2008
Persistent link: https://www.econbiz.de/10003807090
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Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.; Kinnebrock, Silja; Shephard, … - 2008
Persistent link: https://www.econbiz.de/10003807420
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Modelling and measuring volatility
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2008
Persistent link: https://www.econbiz.de/10003807449
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Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002997267
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Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002998132
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Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Journal of financial econometrics : official journal of … 4 (2006) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10003313338