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~isPartOf:"Chapman & Hall/CRC financial mathematics series"
~isPartOf:"Cowles Foundation discussion paper"
~subject:"Kapitalmarkttheorie"
~subject:"Martingal"
~subject:"Martingale"
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Search: subject_exact:"Semimartingale"
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Kapitalmarkttheorie
Martingal
Martingale
Theorie
6
Theory
6
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3
Schätztheorie
3
Statistical test
3
Statistischer Test
3
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cross-correlation
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heteroskedasticity
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martingale differences
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Decomposition
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FM regression
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Induktive Statistik
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Phillips, Peter C. B.
6
Giraitis, Liudas
2
Ibragimov, Rustam
2
Wu, Lixin
2
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Cheng, Xu
1
Comte, Fabienne
1
Dalla, Violetta
1
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1
Li, Yufei
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1
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Chapman & Hall/CRC financial mathematics series
Cowles Foundation discussion paper
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
Research paper series / Swiss Finance Institute
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
Annals of finance
16
Applied mathematical finance
15
CREATES research paper
15
Mathematics and financial economics
15
Journal of mathematical finance
13
Mathematical methods of operations research
13
Asia-Pacific financial markets
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
European journal of operational research : EJOR
9
Mathematics of operations research
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Quantitative finance
8
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economics letters
7
International review of financial analysis
7
Risks : open access journal
7
The journal of futures markets
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / B
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
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Finance research letters
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International journal of financial engineering
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Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
2
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
3
Interest rate modeling : theory and practice
Wu, Lixin
-
2019
-
Second edition
Persistent link: https://www.econbiz.de/10011994011
Saved in:
4
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
-
2013
Persistent link: https://www.econbiz.de/10010190227
Saved in:
5
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795694
Saved in:
6
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003461394
Saved in:
7
Sign tests for dependent observations and bounds for path-dependent options
Ibragimov, Rustam
;
Brown, Donald J.
-
2005
Persistent link: https://www.econbiz.de/10002936957
Saved in:
8
Regression asymptotics using martingale convergence methods
Ibragimov, Rustam
;
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148144
Saved in:
9
A symptotic theory or multivariate GARCH processes
Comte, Fabienne
;
Lieberman, Offer
-
2001
Persistent link: https://www.econbiz.de/10001637163
Saved in:
10
Interest rate modeling : theory and practice
Wu, Lixin
-
2009
Persistent link: https://www.econbiz.de/10003804106
Saved in:
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