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Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
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Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
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contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
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Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
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A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
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contributor
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
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