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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~person:"Barndorff-Nielsen, Ole E."
~person:"Rossi, Eduardo"
~subject:"Nichtparametrisches Verfahren"
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Stochastischer Prozess
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Estimation theory
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Barndorff-Nielsen, Ole E.
Rossi, Eduardo
Kristensen, Dennis
6
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Jansson, Michael
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Nielsen, Morten Ørregaard
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CREATES research paper
CEA_372Cass working paper series
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Center for Research in Econometrics Analysis of Time Series (CREATES) Working Paper
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Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
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2
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
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3
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
4
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
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