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subject:"EU countries"
subject:"Theory"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Warwick / Department of Economics"
~person:"Shepard, Neil"
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EU countries
Theory
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Shepard, Neil
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Lunde, Asger
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Allouch, Nizar
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Petrakēs, Emmanuēl
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Centre for Analytical Finance <Århus>
University of Warwick / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
Saved in:
2
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:
3
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
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