LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS

Published:2006-05-23 Issue:04 Volume:22 Page:
ISSN:0266-4666
Container-title:Econometric Theory
language:en
Short-container-title:Econ. Theory

Author:

Barndorff-Nielsen Ole E.,Graversen Svend Erik,Jacod Jean,Shephard Neil

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference31 articles.

1. Indexes of U.S. Stock Prices from 1802 to 1987

2. Modeling and Forecasting Realized Volatility

Cited by 120 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Harnessing volatility cascades with ensemble learning;Journal of Forecasting;2024-06-09

2. Systemic risk monitoring model from the perspective of public information arrival;The North American Journal of Economics and Finance;2024-05

3. Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions;Electronic Journal of Probability;2024-01-01

4. Harnessing Volatility Cascades with Ensemble Learning;SSRN Electronic Journal;2024

5. Forecasting portfolio variance: a new decomposition approach;Annals of Operations Research;2023-08-21

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP