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~institution:"Nuffield College"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Volatilität
Großbritannien
4
Inflation
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Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Chib, Siddhartha
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Graversen, Svend Erik
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Nakajima, Jouchi
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Omori, Yasuhiro
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Nuffield College
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
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National Bureau of Economic Research
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Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Institut für Weltwirtschaft
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Federal Reserve Bank of New York
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
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Massachusetts Institute of Technology / Department of Economics
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The Wharton Financial Institutions Center
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Center for Economic Research <Tilburg>
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Inter-American Development Bank / Office of the Chief Economist
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3
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3
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A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
Saved in:
2
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:
3
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
4
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
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