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Stochastic process
Theorie
95
Theory
95
Stochastischer Prozess
68
Volatility
67
Estimation theory
62
Schätztheorie
62
Volatilität
55
Time series analysis
49
Zeitreihenanalyse
49
Econometrics
34
Quadratic variation
33
China
31
economic models
30
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28
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28
Stochastic volatility
28
Realised variance
27
Markov chain Monte Carlo
23
Africa
22
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21
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21
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19
stochastic volatility
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unemployment
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English
68
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Barndorff-Nielsen, Ole E.
44
Shephard, Neil G.
40
Chib, Siddhartha
10
Veraart, Almut E. D.
6
Benth, Fred Espen
5
Podolskij, Mark
5
Veraart, Almut
5
Andersen, Torben
4
Stelzer, Robert
4
Corcuera, José Manuel
3
Nakajima, Jouchi
3
Nardari, Federico
3
Omori, Yasuhiro
3
Corcuera, José Manual
2
Elerian, Ola
2
Lunde, Asger
2
Manrique, Aurora
2
Pitt, Michael K.
2
Shephard, Neil
2
Bennedsen, Mikkel
1
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Graversen, Svend Erik
1
Harvey, Andrew C.
1
Levendorskij, Sergej Z.
1
Pollard, David G.
1
Schmiegel, Jürgen
1
Shepard, Neil
1
Woerner, Jeanette
1
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1
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Centre for Analytical Finance <Århus>
6
Nuffield College
3
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Economics discussion papers
9
CREATES research paper
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
CREATES Research Paper
3
Department of Economics discussion paper series / University of Oxford
3
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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3
Advanced texts in econometrics
2
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2
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1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
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1
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1
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1
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1
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1
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1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Handbook of financial time series
1
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1
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1
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ECONIS (ZBW)
68
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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
Saved in:
2
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
Saved in:
3
Normal modified stable processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598165
Saved in:
4
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
5
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
6
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
7
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
Saved in:
8
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038
Saved in:
9
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
10
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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