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~isPartOf:"Oxford Financial Research Centre economics series"
~type_genre:"Arbeitspapier"
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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
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984062
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Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
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Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
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contributor
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2004
Persistent link: https://www.econbiz.de/10002704097
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4
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
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5
Regular and modified kernel-based estimator of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
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2004
Persistent link: https://www.econbiz.de/10002704173
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6
Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E.
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contributor
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2005
Persistent link: https://www.econbiz.de/10003178720
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7
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003178754
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8
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2005
Persistent link: https://www.econbiz.de/10003178786
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9
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003385904
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