Barndorff-Nielsen, O. E., (Ole E)
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The person Barndorff-Nielsen, O. E., (Ole E) represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute Library.
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Barndorff-Nielsen, O. E., (Ole E)
Resource Information
The person Barndorff-Nielsen, O. E., (Ole E) represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute Library.
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- Barndorff-Nielsen, O. E., (Ole E)
- Alternative name
- Ole E
23 Items by the Person Barndorff-Nielsen, O. E., (Ole E)
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- A central limit theorem for realised power and bipower variations of continuous semimartingales
- A feasible central limit theory for realised volatility under laverage
- Aggregation and model construction for volatility models
- Asymptotic techniques for use in statistics
- Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
- Econometric analysis of realised volatility and its use in estimating stochastic volatility models
- Econometric analysis of realised volatility and its use in estimating stochastic volatility models
- Econometrics of testing for jumps in financial economics using bipower variation
- Impact of jumps on returns and realised variances : econometric analysis of time-deformed Levy processes
- Inference and asymptotics
- Measuring and forecasting financial variability using realised variance with and without a model
- Modelling by Levy processes for financial economics
- Multipower variation and stochastic volatility
- Non-Gaussian OU based models and some of their uses in financial economics
- Normal modified stable processes
- Parametric statistical models and likelihood
- Power and bipower variation with stochastic volatility and jumps
- Power variation & stochastic volatility : a review and some new results
- Power variation and time change
- Realised power variation and stochastic volatility models
- Regular and modified kernel-based estimators of integrated variance : the case with independent noise
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/ciKcOmHjes4/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/ciKcOmHjes4/">Barndorff-Nielsen, O. E., (Ole E)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="https://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/ciKcOmHjes4/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/ciKcOmHjes4/">Barndorff-Nielsen, O. E., (Ole E)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="https://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
