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~person:"Barndorff-Nielsen, Ole E."
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Barndorff-Nielsen, Ole E.
Pierdzioch, Christian
16
Hautsch, Nikolaus
15
Podolskij, Mark
12
Collin-Dufresne, Pierre
11
Fos, Vyacheslav
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Lux, Thomas
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Meddahi, Nour
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Russ, David
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Aït-Sahalia, Yacine
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Centre for Analytical Finance <Århus>
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Oxford Financial Research Centre economics series
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Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
2
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
3
Regular and modified kernel-based estimator of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
Persistent link: https://www.econbiz.de/10002704173
Saved in:
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