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:"Stochastic process"
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
Stochastic process
Theorie
181
Theory
172
Volatility
122
Volatilität
112
Schätztheorie
86
Estimation theory
83
Zeitreihenanalyse
81
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
Finanzmarkt
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
38
Undetermined
5
Type of publication
All
Book / Working Paper
58
Article
21
Type of publication (narrower categories)
All
Arbeitspapier
36
Working Paper
36
Graue Literatur
35
Non-commercial literature
35
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
6
Book section
6
Aufsatzsammlung
2
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Lehrbuch
1
Rezension
1
Sammelwerk
1
more ...
less ...
Language
All
English
79
Author
All
Barndorff-Nielsen, Ole E.
44
Shephard, Neil G.
40
Lunde, Asger
12
Chib, Siddhartha
10
Bennedsen, Mikkel
7
Veraart, Almut E. D.
6
Benth, Fred Espen
5
Pakkanen, Mikko S.
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
Manrique, Aurora
2
Pitt, Michael K.
2
Shephard, Neil
2
Archakov, Ilya
1
Bos, Charles S.
1
Brix, Anne Floor
1
Cavaliere, Giuseppe
1
Floor Brix, Anne
1
Graversen, Svend Erik
1
Hansen, Peter Reinhard
1
Harvey, Andrew C.
1
Levendorskij, Sergej Z.
1
Luo, Yiyao
1
Pakkanen, Mikko
1
Pollard, David G.
1
Schmiegel, Jürgen
1
Shepard, Neil
1
Wei, Wei
1
Woerner, Jeanette
1
Širjaev, Alʹbert N.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
6
Nuffield College
3
Published in...
All
CREATES research paper
12
Economics discussion papers
9
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
Oxford Financial Research Centre economics series
3
Advanced texts in econometrics
2
Econometric modelling of durations between economic events
2
Finance and stochastics
2
Mathematical finance
2
The econometrics journal
2
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advanced series on statistical science & applied probability
1
CREATES Research Paper 2009-25
1
CREATES Research Paper 2010-17
1
CREATES Research Paper 2010-18
1
Department of Economics discussion paper series
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy economics
1
Handbook of financial time series
1
Journal of financial econometrics
1
Mathematical control theory and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The economic journal : the journal of the Royal Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
79
Showing
1
-
10
of
79
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
