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Analysis of High Dimensional M...
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CAPM
Theorie
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Theory
103
Estimation theory
82
Schätztheorie
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Volatility
55
Zeitreihenanalyse
53
Time series analysis
52
Stochastic process
48
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48
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47
Volatilität
46
Econometrics
41
Bayes-Statistik
37
Markov chain
32
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32
Markov-Kette
31
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Markov chain Monte Carlo
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Monte Carlo simulation
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Realised variance
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Schätzung
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Estimation
23
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Simulation
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Zustandsraummodell
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Capital income
20
Kapitaleinkommen
20
Multivariate Analyse
20
Multivariate analysis
20
Financial market
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Finanzmarkt
19
Großbritannien
18
stochastic volatility
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Realised volatility
17
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English
16
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Shephard, Neil G.
9
Barndorff-Nielsen, Ole E.
8
Chib, Siddhartha
6
Zeng, Xiaming
3
Zhao, Lingxiao
2
Kang, Kyu Ho
1
Lin, Yi Chun
1
Pukthuanthong, Kuntara
1
Shephard, Neil
1
Smith, Simon C.
1
Xiu, Dacheng
1
Yang, Justin
1
Zhou, Guofu
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Centre for Analytical Finance <Århus>
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Nuffield College
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Oxford Financial Research Centre
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Economics discussion papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford Financial Research Centre economics series
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Advances in economics and econometrics ; Vol. 3
1
Department of Economics discussion paper series / University of Oxford
1
Finance and economics discussion series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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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
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2
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
Saved in:
3
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002997267
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4
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002998132
Saved in:
5
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
Saved in:
6
Variation, jumps, market frictions and high frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003178754
Saved in:
7
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
Saved in:
8
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
9
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
10
Change-points in affine arbitrage-free term structure models
Chib, Siddhartha
;
Kang, Kyu Ho
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 302-334
Persistent link: https://www.econbiz.de/10009745891
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