Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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
Realized Kernels in Practice :...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
181
Theory
172
Volatility
122
Volatilität
112
Schätztheorie
86
Estimation theory
83
Zeitreihenanalyse
81
Stochastic process
79
Stochastischer Prozess
79
Time series analysis
79
ARCH-Modell
60
ARCH model
59
Prognoseverfahren
36
Econometrics
34
Forecasting model
34
Quadratic variation
32
Börsenkurs
30
Share price
30
Estimation
28
Stochastic volatility
28
Multivariate Analyse
25
Multivariate analysis
25
Realised variance
25
Schätzung
25
Correlation
24
Financial market
24
Finanzmarkt
24
Korrelation
24
Bayesian inference
23
Markov chain
23
Markov chain Monte Carlo
23
Martingale
22
stochastic volatility
22
Großbritannien
21
Markov-Kette
20
Martingal
20
Statistischer Test
20
State space model
19
United Kingdom
19
Probability theory
18
more ...
less ...
Online availability
All
Free
404
Undetermined
108
CC license
1
Type of publication
All
Book / Working Paper
563
Article
289
Type of publication (narrower categories)
All
Working Paper
187
Arbeitspapier
165
Graue Literatur
159
Non-commercial literature
159
Article in journal
97
Aufsatz in Zeitschrift
97
Aufsatz im Buch
14
Book section
14
Collection of articles of several authors
6
Sammelwerk
6
Aufsatzsammlung
4
Konferenzschrift
4
Conference proceedings
3
Hochschulschrift
3
Lehrbuch
2
Thesis
2
Article
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Conference paper
1
Dissertation u.a. Prüfungsschriften
1
Handbook
1
Handbuch
1
Konferenzbeitrag
1
Research Report
1
Rezension
1
Sammlung
1
Statistik
1
Systematic review
1
Textbook
1
research-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
502
Undetermined
337
German
9
Danish
4
Author
All
Shephard, Neil
278
Barndorff-Nielsen, Ole E.
240
Lunde, Asger
207
Shephard, Neil G.
179
Hansen, Peter Reinhard
177
Hansen, Peter
49
Chib, Siddhartha
43
Sheppard, Kevin
38
Timmermann, Allan
28
Koopman, Siem Jan
18
Podolskij, Mark
16
Sentana, Enrique
16
Engle, Robert F.
14
Fiorentini, Gabriele
14
Graversen, Svend Erik
14
Hansen, Peter R.
14
Huang, Zhuo
14
Nason, James M.
14
Noureldin, Diaa
14
Rydberg, Tina Hviid
13
Jacod, Jean
12
Benth, Fred Espen
11
Veraart, Almut E. D.
11
Voev, Valeri
11
Bennedsen, Mikkel
10
Bos, Charles S.
10
Nakajima, Jouchi
10
Nardari, Federico
10
Omori, Yasuhiro
10
Shephard, N.
10
Barndorff-Nielsen, O.
9
Flury, Thomas
9
Kim, Sangjoon
9
Pakkanen, Mikko S.
9
Rahbek, Anders
9
Britton, Jack
8
Corcuera, José Manuel
8
Nason, James Michael
8
Veraart, Almut
8
Zebedee, Allan A.
8
more ...
less ...
Institution
All
Department of Economics, Oxford University
69
Economics Group, Nuffield College, University of Oxford
62
School of Economics and Management, University of Aarhus
28
Finance Research Centre, Oxford University
25
Centre for Analytical Finance <Århus>
14
Brown University / Department of Economics
10
Brown University, Department of Economics
10
Nuffield College
7
Department of Economics, European University Institute
4
Econometric Society
4
Department of Economics, University of California-San Diego (UCSD)
3
Federal Reserve Bank of Atlanta
3
Oxford University Press
3
Financial Markets Group
2
HAL
2
Institute of Economic Research, Hitotsubashi University
2
Oxford Financial Research Centre
2
arXiv.org
2
C.E.P.R. Discussion Papers
1
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
Centret for Udviklingsforskning
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Realized Volatility <2006, Montréal>
1
EconWPA
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Instituto Valenciano de Investigaciones Económicas
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
London School of Economics (LSE)
1
Society for Computational Economics - SCE
1
Stata User Group
1
Séminaire Européen de Statistique <2, 1994, Oxford>
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Tilburg University, Center for Economic Research
1
Tinbergen Institute
1
Tinbergen Instituut
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
CREATES research paper
33
Journal of econometrics
29
CREATES Research Papers
28
OFRC Working Papers Series
25
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Department of Economics discussion paper series / University of Oxford
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of Econometrics
13
Oxford Financial Research Centre economics series
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of applied econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
The econometrics journal
10
Working Paper
10
Working Papers / Brown University, Department of Economics
10
Working papers / Brown University, Department of Economics
10
Econometric theory
8
Journal of Applied Econometrics
7
Journal of Business & Economic Statistics
7
Journal of Financial Econometrics
7
Stochastic Processes and their Applications
7
Econometrica
6
Econometrics Journal
6
Scandinavian Journal of Statistics
6
CREATES Research Paper
5
Econometric Theory
5
Journal of financial econometrics
5
Scandinavian journal of statistics : SJS ; theory and applications
5
DIIS Working Paper
4
DIIS working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Discussion paper / Tinbergen Institute
4
Econometric modelling of durations between economic events
4
Econometric reviews
4
Economics Working Papers / Department of Economics, European University Institute
4
Finance and stochastics
4
Oxford bulletin of economics and statistics
4
more ...
less ...
Source
All
ECONIS (ZBW)
422
RePEc
328
OLC EcoSci
50
EconStor
24
BASE
18
Other ZBW resources
6
USB Cologne (EcoSocSci)
4
more ...
less ...
Showing
31
-
40
of
852
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984062
Saved in:
32
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
Saved in:
33
Power and bipower variation with stochastic volatility and jumps : discussion
Andersen, Torben
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10002575826
Saved in:
34
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038
Saved in:
35
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
36
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
37
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002997267
Saved in:
38
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002998132
Saved in:
39
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
40
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10002214180
Saved in:
First
Prev
1
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...
