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~subject:"Volatilität"
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Volatilität
Theorie
95
Theory
95
Stochastic process
68
Stochastischer Prozess
68
Volatility
67
Estimation theory
62
Schätztheorie
62
Time series analysis
49
Zeitreihenanalyse
49
Econometrics
34
Quadratic variation
33
China
31
economic models
30
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28
ARCH-Modell
28
Stochastic volatility
28
Realised variance
27
Markov chain Monte Carlo
23
Africa
22
Bayesian inference
21
Financial market
21
Multivariate Analyse
21
Multivariate analysis
21
Finanzmarkt
20
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19
stochastic volatility
19
Realised volatility
18
Zustandsraummodell
18
unemployment
18
Martingal
17
Martingale
17
Correlation
16
Corruption
16
Großbritannien
16
Productivity
16
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15
India
15
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15
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15
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35
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20
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20
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17
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4
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4
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2
Collection of articles of several authors
2
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English
55
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Shephard, Neil G.
39
Barndorff-Nielsen, Ole E.
28
Sheppard, Kevin
7
Chib, Siddhartha
6
Andersen, Torben
4
Nakajima, Jouchi
3
Nardari, Federico
3
Noureldin, Diaa
3
Omori, Yasuhiro
3
Veraart, Almut
3
Harvey, Andrew C.
2
Meddahi, Nour
2
Mykland, Per A.
2
Podolskij, Mark
2
Shephard, Neil
2
Stelzer, Robert
2
Veraart, Almut E. D.
2
Benth, Fred Espen
1
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Corcuera, José Manual
1
Corcuera, José Manuel
1
Engle, Robert F.
1
Graversen, Svend Erik
1
Hoyle, Edward
1
Pakel, Cavit
1
Schmiegel, Jürgen
1
Xiu, Dacheng
1
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Nuffield College
4
Centre for Analytical Finance <Århus>
1
Conference on Realized Volatility <2006, Montréal>
1
Oxford Financial Research Centre
1
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Economics discussion papers
9
Journal of econometrics
7
CREATES research paper
3
Department of Economics discussion paper series / University of Oxford
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
CREATES Research Paper
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in economics and econometrics ; Vol. 3
1
CREATES Research Paper 2009-25
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Finance and stochastics
1
Handbook of financial time series
1
Mathematical control theory and finance
1
Mathematical 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
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ECONIS (ZBW)
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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
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:
3
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:
4
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
Saved in:
5
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984062
Saved in:
6
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:
7
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038
Saved in:
8
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:
9
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10002214180
Saved in:
10
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002704097
Saved in:
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