Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Finanzmarkt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Autoregressive conditional roo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Finanzmarkt
Estimation theory
105
Schätztheorie
105
Theorie
105
Theory
105
Time series analysis
91
Zeitreihenanalyse
91
Volatility
68
ARCH model
65
ARCH-Modell
65
Volatilität
57
Cointegration
56
Stochastic process
56
Stochastischer Prozess
56
Kointegration
41
Bootstrap approach
40
Bootstrap-Verfahren
40
Econometrics
36
Quadratic variation
33
China
31
economic models
30
VAR model
28
VAR-Modell
28
Realised variance
27
Stochastic volatility
27
Markov chain Monte Carlo
23
Africa
22
Bayesian inference
21
Estimation
21
Multivariate Analyse
21
Multivariate analysis
21
Financial market
20
Autocorrelation
19
Autokorrelation
19
Schätzung
19
State space model
19
Correlation
18
Großbritannien
18
Realised volatility
18
Zustandsraummodell
18
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
14
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
14
Working Paper
14
Graue Literatur
12
Non-commercial literature
12
Aufsatz im Buch
3
Book section
3
Article in journal
2
Aufsatz in Zeitschrift
2
more ...
less ...
Language
All
English
19
Author
All
Shephard, Neil G.
19
Barndorff-Nielsen, Ole E.
13
Andersen, Torben
3
Graversen, Svend Erik
3
Jacod, Jean
3
Pollard, David G.
3
Sheppard, Kevin
3
Winkel, Matthias
2
Nielsen, Bent
1
Ysusi, Carla
1
more ...
less ...
Published in...
All
Economics discussion papers
6
Department of Economics discussion paper series / University of Oxford
4
Oxford Financial Research Centre economics series
3
Advances in economics and econometrics ; Vol. 3
1
CREATES research paper
1
Econometric theory
1
Handbook of financial time series
1
Journal of applied econometrics
1
State space and unobserved component models : theory and applications
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2005
Persistent link: https://www.econbiz.de/10002689302
Saved in:
2
Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002689309
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
Saved in:
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
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:
6
Realising the future : forecasting with high-frequency-based volatility (heavy) models
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 197-231
Persistent link: https://www.econbiz.de/10008667609
Saved in:
7
Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10003981985
Saved in:
8
Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10003981997
Saved in:
9
Measuring and forecasting financial variability using realised variance
Barndorff-Nielsen, Ole E.
;
Nielsen, Bent
;
Shephard, Neil G.
- In:
State space and unobserved component models : theory …
,
(pp. 205-235)
.
2004
Persistent link: https://www.econbiz.de/10009719924
Saved in:
10
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
- In:
Econometric theory
22
(
2006
)
4
,
pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
