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A feasible central limit theor...
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Volatility
Theorie
100
Theory
98
Stochastic process
68
Stochastischer Prozess
68
Estimation theory
62
Schätztheorie
62
Volatilität
54
Zeitreihenanalyse
50
Time series analysis
48
Econometrics
34
Quadratic variation
32
ARCH model
28
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28
Stochastic volatility
26
Realised variance
25
Financial market
23
Finanzmarkt
23
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23
Bayesian inference
21
Multivariate Analyse
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Multivariate analysis
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Großbritannien
20
stochastic volatility
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State space model
19
Martingale
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United Kingdom
18
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Martingal
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Realised volatility
17
Nichtparametrisches Verfahren
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Nonparametric statistics
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Correlation
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Korrelation
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Bayes-Statistik
13
Börsenkurs
13
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Free
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English
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Shephard, Neil G.
38
Barndorff-Nielsen, Ole E.
32
Shephard, Neil
11
Sheppard, Kevin
8
Chib, Siddhartha
6
Andersen, Torben
4
Nakajima, Jouchi
3
Nardari, Federico
3
Noureldin, Diaa
3
Omori, Yasuhiro
3
Podolskij, Mark
3
Veraart, Almut
3
Corcuera, José Manuel
2
Fiorentini, Gabriele
2
Harvey, Andrew C.
2
Meddahi, Nour
2
Mykland, Per A.
2
Sentana, Enrique
2
Stelzer, Robert
2
Veraart, Almut E. D.
2
Xiu, Dacheng
2
Benth, Fred Espen
1
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Corcuera, José Manual
1
Engle, Robert F.
1
Graversen, Svend Erik
1
Hoyle, Edward
1
Pakel, Cavit
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Schmiegel, Jürgen
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Sentana, Gabriele Fiorentini Enrique
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Department of Economics, Oxford University
6
Nuffield College
4
Economics Group, Nuffield College, University of Oxford
2
Centre for Analytical Finance <Århus>
1
Conference on Realized Volatility <2006, Montréal>
1
London School of Economics (LSE)
1
School of Economics and Management, University of Aarhus
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Economics discussion papers
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Journal of econometrics
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Economics Series Working Papers / Department of Economics, Oxford University
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Department of Economics discussion paper series / University of Oxford
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Advanced texts in econometrics
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Economics Papers / Economics Group, Nuffield College, University of Oxford
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford Financial Research Centre economics series
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
CREATES Research Papers
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Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Finance and stochastics
1
Handbook of financial time series
1
LSE Research Online Documents on Economics
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
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ECONIS (ZBW)
54
RePEc
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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
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:
6
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038
Saved in:
7
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:
8
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:
9
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002704097
Saved in:
10
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 217-252
Persistent link: https://www.econbiz.de/10003298574
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