Search Results for 'Barndorff-2002'

Barndorff-2002 published presentations and documents on DocSlides.

PowerandbipowervariationwithstochasticvolatilityandjumpsOleE.Barndorff

by myesha-ticknor

Hence,intheory,wecannowdecomposequadraticvariation...

SubsamplingrealisedkernelsOleE.Barndorff-NielsenTheT.N.ThieleCentrefo

by stefany-barnette

NeilShephard'sresearchissupportedbytheUK'sESRC.Th...