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
Realized Kernels in Practice :...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Finanzmarkt
Theorie
181
Theory
172
Volatility
122
Volatilität
112
Schätztheorie
86
Estimation theory
83
Zeitreihenanalyse
81
Stochastic process
79
Stochastischer Prozess
79
Time series analysis
79
ARCH-Modell
60
ARCH model
59
Prognoseverfahren
36
Econometrics
34
Forecasting model
34
Quadratic variation
32
Börsenkurs
30
Share price
30
Estimation
28
Stochastic volatility
28
Multivariate Analyse
25
Multivariate analysis
25
Realised variance
25
Schätzung
25
Correlation
24
Financial market
24
Korrelation
24
Bayesian inference
23
Markov chain
23
Markov chain Monte Carlo
23
Martingale
22
stochastic volatility
22
Großbritannien
21
Markov-Kette
20
Martingal
20
Statistischer Test
20
State space model
19
United Kingdom
19
Probability theory
18
more ...
less ...
Online availability
All
Free
13
Undetermined
1
Type of publication
All
Book / Working Paper
17
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
15
Working Paper
15
Graue Literatur
13
Non-commercial literature
13
Aufsatz im Buch
4
Book section
4
Article in journal
3
Aufsatz in Zeitschrift
3
more ...
less ...
Language
All
English
24
Author
All
Shephard, Neil G.
19
Barndorff-Nielsen, Ole E.
14
Andersen, Torben
3
Graversen, Svend Erik
3
Jacod, Jean
3
Pollard, David G.
3
Sheppard, Kevin
3
Hansen, Peter Reinhard
2
Lunde, Asger
2
Winkel, Matthias
2
Banulescu Radu, Denisa
1
Engle, Robert F.
1
Huang, Zhuo
1
Kim, Chan
1
Kimbrough, Wade
1
Matei, Marius
1
Nielsen, Bent
1
Stelzer, Robert
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
CREATES research paper
2
Advances in economics and econometrics ; Vol. 3
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric modelling of durations between economic events
1
Econometric theory
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of financial econometrics
1
State space and unobserved component models : theory and applications
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
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
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:
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/10003981997
Saved in:
8
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:
9
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:
10
Limit theorems for multipower variation in the presence of jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003178720
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
