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person:"Shephard, Neil G."
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Shephard, Neil G.
Schweizer, Martin
25
Barndorff-Nielsen, Ole E.
23
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20
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20
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16
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16
Platen, Eckhard
16
Shephard, Neil
16
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1
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
2
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
3
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
4
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2005
Persistent link: https://www.econbiz.de/10002689302
Saved in:
5
Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002689309
Saved in:
6
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
- In:
Econometric theory
22
(
2006
)
4
,
pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
Saved in:
7
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2005
Persistent link: https://www.econbiz.de/10003178786
Saved in:
8
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
9
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2004
Persistent link: https://www.econbiz.de/10002704142
Saved in:
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