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~isPartOf:"Chapman & Hall/CRC financial mathematics series"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Kapitalmarkttheorie"
~subject:"Martingal"
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Search: subject_exact:"Semimartingale"
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Kapitalmarkttheorie
Martingal
Martingale
9
Capital income
6
Kapitaleinkommen
6
Theorie
6
Theory
6
Volatility
5
Volatilität
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semimartingale
4
Estimation
3
Estimation theory
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Schätztheorie
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Anleihe
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Bond
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Börsenkurs
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Financial economics
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Nonparametric statistics
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Share price
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Time series analysis
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1990-2008
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Aktienindex
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9
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Li, Jia
2
Mykland, Per A.
2
Todorov, Viktor
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Wu, Lixin
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Zhang, Lan
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Bollerslev, Tim
1
Linetsky, Vadim
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Najjar, Nabil I. al-
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1
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Chapman & Hall/CRC financial mathematics series
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
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19
Swiss Finance Institute Research Paper
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Applied mathematical finance
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CREATES research paper
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Asia-Pacific financial markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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9
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Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cowles Foundation discussion paper
8
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
Economics letters
7
International review of financial analysis
7
Risks : open access journal
7
The journal of futures markets
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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
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Econometric reviews
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1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
2
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
3
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
4
Interest rate modeling : theory and practice
Wu, Lixin
-
2019
-
Second edition
Persistent link: https://www.econbiz.de/10011994011
Saved in:
5
Long-term risk : a martingale approach
Qin, Likuan
;
Linetsky, Vadim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 299-312
Persistent link: https://www.econbiz.de/10011738495
Saved in:
6
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
7
Inference for continuous semimartingales observed at high frequency
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1403-1445
Persistent link: https://www.econbiz.de/10003914908
Saved in:
8
Interest rate modeling : theory and practice
Wu, Lixin
-
2009
Persistent link: https://www.econbiz.de/10003804106
Saved in:
9
Comparative testing of experts
Najjar, Nabil I. al-
;
Weinstein, Jonathan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10003721907
Saved in:
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