Search results - ORA - Oxford University Research Archive

1 - 8 of 8

1

Journal article

Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics

Barndorff-Nielsen, O, Shephard, N
2001-01-01

2

Journal article

Estimating quadratic variation using realized variance

Barndorff-Nielsen, O, Shephard, N
2002-10-28

3

Journal article

Econometrics of testing for jumps in financial economics using bipower variation

Barndorff-Nielsen, O, Shephard, N
2005

4

Journal article

Integrated OU processes and non-Gaussian OU-based stochastic volatility models

Barndorff-Nielsen, O, Shephard, N
2003-06-01

5

Working paper

Limit theorems for multipower variation in the presence of jumps

Barndorff-Nielsen, O, Shephard, N, Winkel, M
2005-01-01

6

Journal article

Econometric analysis of realised covariation: high frequency based covariance, regression and correlation in financial economics

Barndorff-Nielsen, O, Shephard, N
2004-05-01

7

Journal article

Some recent developments in stochastic volatility modelling

Barndorff-Nielsen, O, Nicolato, E, Shephard, N
2002-02-01

8

Journal article

Power and bipower variation with stochastic volatility and jumps

Barndorff-Nielsen, O, Shephard, N
2004-01-01

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