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Volatility
Theorie
181
Theory
172
Volatilität
112
Schätztheorie
86
Estimation theory
83
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81
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79
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28
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28
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25
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Realised variance
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Schätzung
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stochastic volatility
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42
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Lunde, Asger
42
Shephard, Neil G.
39
Hansen, Peter Reinhard
38
Barndorff-Nielsen, Ole E.
33
Shephard, Neil
11
Huang, Zhuo
9
Sheppard, Kevin
8
Chib, Siddhartha
6
Andersen, Torben
4
Bennedsen, Mikkel
4
Nason, James Michael
4
Olesen, Kasper V.
4
Christoffersen, Peter F.
3
Engle, Robert F.
3
Janus, Paweł
3
Koopman, Siem Jan
3
Nakajima, Jouchi
3
Nardari, Federico
3
Noureldin, Diaa
3
Omori, Yasuhiro
3
Pakkanen, Mikko S.
3
Podolskij, Mark
3
Veraart, Almut
3
Voev, Valeri
3
Archakov, Ilya
2
Corcuera, José Manuel
2
Fiorentini, Gabriele
2
Hansen, Martin Klint
2
Harvey, Andrew C.
2
Horel, Guillaume
2
Meddahi, Nour
2
Mykland, Per A.
2
Sentana, Enrique
2
Shek, Howard Howan
2
Stelzer, Robert
2
Tong, Chen
2
Tranberg Bodilsen, Simon
2
Veraart, Almut E. D.
2
Xiu, Dacheng
2
Zebedee, Allan A.
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Department of Economics, Oxford University
6
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4
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3
Centre for Analytical Finance <Århus>
3
School of Economics and Management, University of Aarhus
3
Economics Group, Nuffield College, University of Oxford
2
Conference on Realized Volatility <2006, Montréal>
1
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1
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CREATES research paper
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Economics discussion papers
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6
Journal of applied econometrics
5
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5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
CREATES Research Paper
3
CREATES Research Papers
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Department of Economics discussion paper series / University of Oxford
3
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3
Working papers / Brown University, Department of Economics
3
Advanced texts in econometrics
2
Discussion paper / Tinbergen Institute
2
Economics Papers / Economics Group, Nuffield College, University of Oxford
2
Finance and stochastics
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 series / LSE Financial Markets Group
1
EUI working paper
1
Econometric reviews
1
Econometric theory
1
Energy economics
1
Financial markets and portfolio management
1
Global COE Hi-Stat discussion paper series
1
Handbook of financial time series
1
Journal of financial and quantitative analysis : JFQA
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
Oxford bulletin of economics and statistics
1
Rotman School of Management Working Paper
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The Oxford handbook of economic forecasting
1
The economic journal : the journal of the Royal Economic Society
1
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Tinbergen Institute Discussion Paper 2016-061/III
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ECONIS (ZBW)
110
RePEc
12
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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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