12 research outputs found
Realized Volatility When Sampling Times are Possibly Endogenous
- Author
- A C Davison
- A R�nyi
- C Dellacherie
- C Mancini
- C Y Robert
- C Y Robert
- D C Wang
- D Duffie
- D J Aldous
- D Kristensen
- D Xiu
- E Renault
- E Renault
- Eric Renault
- H Rootz�n
- J Fan
- J Grammig
- J H Abbring
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- K Back
- K Christensen
- L Zhang
- L Zhang
- L Zhang
- L Zhang
- Lan Zhang
- M Fukasawa
- M Fukasawa
- M Fukasawa
- N Meddahi
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- P A Mykland
- P A Mykland
- P A Mykland
- P A Mykland
- P A Mykland
- P C B Phillips
- P Hall
- P Protter
- Per A. Mykland
- R F Engle
- R Ren�
- S Kinnebrock
- S Lee
- S Ross
- T Hayashi
- T Hayashi
- Xinghua Zheng
- Y A�?ta�?t-Sahalia
- Y Li
- Yingying Li
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study
Full text linkUnderstanding Limit Theorems for Semimartingales: A Short Survey
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study
No full textHigher Order Realized Power Variations of Semi-Martingales with Applications
- Author
- A Ang
- A E Veraart
- A E Veraart
- A Kraus
- A Neuberger
- A Renyi
- B Y Jing
- C R Harvey
- C R Harvey
- D Aldous
- D Amaya
- D C Wang
- F Corsi
- F M Bandi
- F M Bandi
- G Bakshi
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Xu
- L Martellini
- M Podolskij
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- P A Mykland
- R Cont
- R Kozhan
- S Das
- S Kinnebrock
- S Kinnebrock
- T Bollerslev
- T G Andersen
- T G Andersen
- T G Andersen
- T H Kim
- T Mitton
- V Todorov
- X Huang
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y Koike
- Yuta Koike
- Z Liu
- Z Liu
- Zhi Liu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
No full textStochastic Volatility of Volatility in Continuous Time
- Author
- A A Christie
- A Harvey
- Almut Veraart
- C J Granger
- C Mancini
- C Mancini
- C Pigorsch
- D B Nelson
- D Duffie
- E Nicolato
- F Black
- F Corsi
- F Corsi
- F M Bandi
- F M Bandi
- I Drechsler
- J C Cox
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Kallsen
- J.-P Bouchaud
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- Ole E. Barndorff-Nielsen
- P Mykland
- P R Hansen
- S Kinnebrock
- S L Heston
- S S Lee
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T G Andersen
- Y A�?ta�?t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study
No full textVast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection
- Author
- A J Rothman
- C Lam
- D Xiu
- F A De Roon
- F Delbaen
- H M Markowitz
- H Markowitz
- I Karatzas
- I M Johnstone
- J Fan
- J Fan
- J Fan
- J Jacod
- J Jacod
- Jianqing Fan
- Ke Yu
- L Zhang
- L Zhang
- M J Best
- M Tao
- N Hautsch
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O Ledoit
- P J Bickel
- R Jagannathan
- R W Klein
- S Kinnebrock
- T G Andersen
- T Hayashi
- T W Epps
- V K Chopra
- X Zheng
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y Li
- Y Wang
- Yingying Li
- Zhang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study
No full textPersonalisierung und genderspezifische Berichterstattung im Bundestagswahlkampf 2013 – ‚Ausnahmefall‘ Angela Merkel oder typisch Frau
- Author
- A. Freudenstein
- A. Langer
- B. Westle
- C. Holtz-Bacha
- C. Holtz-Bacha
- C. Holtz-Bacha
- C. Holtz-Bacha
- C. Holtz-Bacha
- C. Holtz-Bacha
- C. Holtz-Bacha
- C. Holtz-Bacha
- C. Holtz-Bacha
- C. Holtz-Bacha
- D. G. Bystrom
- D. G. Bystrom
- G. Rahat
- G. Spears
- H. Boomgarden
- H. Kriesi
- J. Röser
- J. Wilke
- K. F. Kahn
- K. F. Kahn
- K. F. Kahn
- K. Ross
- L. Karvonen
- M. C. Banwart
- M. Kaase
- M. Kutt
- M. Lünenborg
- M. Pantti
- M. Rettich
- P. Aelst Van
- P. Norris
- P. Pfannes
- S. Adam
- S. Kinnebrock
- S. Scholz
- T. Koch
- T. Maier
- U. Sarcinelli
- W. Schulz
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
No full textHauptteil
- Author
- A Conrad
- A Hellwig
- A Meier
- A-F Jacob
- B Uhlig
- C Becker
- C Behrends
- C Behrends
- C Ruberg
- C Sandig
- C Sandig
- CW Meyer
- CW Meyer
- D Härle
- D Kalussis
- E Grochla
- E Kosiol
- E Schiobig
- E Schmalenbach
- E Schäfer
- E Witte
- EA Weilbach
- F Henzel
- F Kinnebrock
- F Schiettinger
- F Schiettinger
- FE Gercke
- G Fürste
- G Koberstein
- G Kortzfleisch
- G Massmann
- G Schreiterer
- G Schreiterer
- G Schreiterer
- G Wöhe
- H Albach
- H Albach
- H Hax
- H Huisinga
- H Husemann
- H Kühnen
- H Linhardt
- H Lübeck
- H Marré
- H Ries
- H Ries
- H Schönnenbeck
- H Ullendahl
- H Vormbaum
- HH Jonas
- HJ Krahnen
- HR Böttger
- HR Böttger
- J Bankmann
- J Bankmann
- J Fettel
- K Hax
- K Klinger
- K Klinger
- K Klinger
- K Larsen
- K Oettle
- K Oettle
- K Preiss
- K Schlegelmilch
- K Schwantag
- K Seibt
- K Wysocki
- K Wysocki
- K-H Berger
- KF Hagenmüller
- KF Hagenmüller
- LB Rohe
- M Seeger
- P Deutsch
- R Balmes
- R Schröder
- R Seyffert
- RB Schmidt
- S Rentrop
- SC Cassier
- T Weller
- T Weller
- T Weller
- W Dörrhammer
- W Engelhardt
- W Everling
- W Fleck
- W Kümmel
- W Marzen
- W Marzen
- W Otten
- W Rieger
- W Rieger
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/1969
- Field of study
No full textSpot Variance Path Estimation and Its Application to High Frequency Jump Testing
- Author
- A Alvarez
- C S Bos
- Charles S. Bos
- D Kristensen
- D P Foster
- E Andreou
- F M Bandi
- G E Tauchen
- G J Jiang
- I Kalnina
- J C Duan
- J Doornik
- J Durbin
- J Fan
- J Jacod
- J Lahaye
- K Boudt
- M Podolskij
- M Podolskij
- N Shephard
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- P A Mykland
- P R Hansen
- Pawel Janus
- R C A Oomen
- S Heston
- S J Koopman
- S Kinnebrock
- S Lee
- S Ogawa
- Siem Jan Koopman
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- X Huang
- Y A�?ta�?t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study
No full textDesigning Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
- Author
- A Gloter
- A Gloter
- A R Gallant
- A R�nyi
- Asger Lunde
- B Bollen
- B D Ripley
- B Rosenberg
- B Zhou
- D J Aldous
- D N Politis
- D N Politis
- D Revuz
- D W K Andrews
- E Ghysels
- E Renault
- F Comte
- F M Bandi
- F M Bandi
- F M Bandi
- I Kalnina
- J E Griffin
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Large
- K Back
- K R French
- K Sheppard
- L Zhang
- L Zhang
- L Zhang
- M E Mancino
- M L Stein
- M S Bartlett
- N Meddahi
- N Shephard
- Neil Shephard
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- Ole E. Barndorff-Nielsen
- P A Mykland
- P A Mykland
- P Billingsley
- P C B Phillips
- P C B Phillips
- P C B Phillips
- P Hall
- P Malliavin
- P Protter
- P R Hansen
- P R Hansen
- P R Hansen
- Peter Reinhard Hansen
- R A A Oomen
- R C Merton
- S Delattre
- S Goncalves
- S K Park
- S Kinnebrock
- T G Andersen
- T G Andersen
- T G Andersen
- T Hayashi
- V Voev
- W K Newey
- X Huang
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y Fang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2008
- Field of study
No full textMultipower Variation for Brownian Semistationary Processes
- Author
- A B�gyn
- A B�gyn
- A Veraart
- D Nualart
- D Nualart
- D Nualart
- Esquivel
- F E In
- G Peccati
- H C Ho
- H Cram�r
- I Nourdin
- I S Gradshteyn
- J H C Woerner
- J H C Woerner
- J H C Woerner
- J H C Woerner
- J H C Woerner
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J L Doob
- J M Corcuera
- J M Corcuera
- José Manuel Corcuera
- M S Taqqu
- Mark Podolskij
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- Ole E. Barndorff-Nielsen
- P Billingsley
- S Kinnebrock
- S Nabeya
- X Guyon
- X Guyon
- Y Hu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study
No full text
