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~type:"book"
~accessRights:"free"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
~institution:"Nuffield College"
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Volatilität
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4
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Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
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Chib, Siddhartha
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Graversen, Svend Erik
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Nakajima, Jouchi
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Nuffield College
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Federal Reserve Bank of St. Louis
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2
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2
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2
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
2
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2
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2
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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 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:
4
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:
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