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Stochastic Volatility: Origins...
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Stochastic process
Theorie
386
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172
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85
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85
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85
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English
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Shephard, Neil G.
40
Andersen, Torben
22
Barndorff-Nielsen, Ole E.
18
Chib, Siddhartha
10
Todorov, Viktor
10
Fusari, Nicola
8
Benzoni, Luca
6
Nakajima, Jouchi
3
Nardari, Federico
3
Omori, Yasuhiro
3
Varneskov, Rasmus Tangsgaard
3
Elerian, Ola
2
Lund, Jesper
2
Lunde, Asger
2
Manrique, Aurora
2
Pitt, Michael K.
2
Shephard, Neil
2
Bennedsen, Mikkel
1
Bondarenko, Oleg
1
Bos, Charles S.
1
Cavaliere, Giuseppe
1
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1
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Power and bipower variation with stochastic volatility and jumps : discussion
Andersen, Torben
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10002575826
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2
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
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3
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
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4
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
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5
Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil G.
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
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6
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
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7
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
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8
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
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9
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
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10
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
1999
Persistent link: https://www.econbiz.de/10001455827
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