Narrow search
Showing 1 - 8 of 8
Cover Image
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
Cover Image
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
Cover Image
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002997267
Cover Image
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002998132
Cover Image
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Cover Image
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003178754
Cover Image
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Journal of financial econometrics : official journal of … 4 (2006) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10003313338
Cover Image
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2007
Persistent link: https://www.econbiz.de/10003691562