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CREATES research paper
Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
62
Economics discussion papers
35
Journal of econometrics
29
CREATES Research Papers
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OFRC Working Papers Series
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Department of Economics discussion paper series / University of Oxford
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of Econometrics
13
Oxford Financial Research Centre economics series
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of applied econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The econometrics journal
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Working Paper
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Working Papers / Brown University, Department of Economics
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Working papers / Brown University, Department of Economics
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Econometric theory
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Journal of Applied Econometrics
7
Journal of Business & Economic Statistics
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Journal of Financial Econometrics
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Stochastic Processes and their Applications
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Econometrica
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Econometrics Journal
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Scandinavian Journal of Statistics
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CREATES Research Paper
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Econometric Theory
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Journal of financial econometrics
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Scandinavian journal of statistics : SJS ; theory and applications
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DIIS Working Paper
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DIIS working paper
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometric modelling of durations between economic events
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Econometric reviews
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Economics Working Papers / Department of Economics, European University Institute
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10008659413
Saved in:
2
Gamma kernels and BSS/LSS processes
Barndorff-Nielsen, Ole E.
-
2016
Persistent link: https://www.econbiz.de/10011447823
Saved in:
3
Modelling electricity forward markets by ambit fields
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10008651704
Saved in:
4
Assessing relative volatility/intermittency/energy dissipation
Barndorff-Nielsen, Ole E.
;
Pakkanen, Mikko S.
; …
-
2013
Persistent link: https://www.econbiz.de/10009741420
Saved in:
5
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
Saved in:
6
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
7
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
8
The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
-
2009
Persistent link: https://www.econbiz.de/10003878816
Saved in:
9
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
10
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
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