//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Hedging"
~subject:"Option pricing theory"
~subject:"Schätzung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Martingal"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Option pricing theory
Schätzung
Martingal
7
Martingale
7
Capital income
4
Kapitaleinkommen
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Estimation
3
semimartingale
3
Estimation theory
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
1990-2008
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Asynchronous times
1
Bias
1
Börsenkurs
1
CAPM
1
Discounting
1
Diskontierung
1
Efficient estimation
1
Experten
1
Experts
1
GMM
1
High-frequency data
1
Induktive Statistik
1
LAMN
1
Market microstructure
1
Marktmikrostruktur
1
Measurement
1
Messung
1
Method of moments
1
Momentenmethode
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Li, Jia
2
Todorov, Viktor
2
Bollerslev, Tim
1
Linetsky, Vadim
1
Qin, Likuan
1
Tauchen, George Eugene
1
Xiu, Dacheng
1
more ...
less ...
Published in...
All
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
37
International journal of theoretical and applied finance
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Applied mathematical finance
12
Journal of econometrics
12
Research paper series / Swiss Finance Institute
12
Swiss Finance Institute Research Paper
9
Journal of mathematical finance
7
Asia-Pacific financial markets
6
Risks : open access journal
6
The journal of futures markets
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
Mathematics and financial economics
5
Quantitative finance
5
Annals of finance
4
International journal of financial engineering
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Review of derivatives research
4
Energy economics
3
Journal of risk and financial management : JRFM
3
Mathematics of operations research
3
Springer finance
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper / B
2
Discussion paper series / LSE Financial Markets Group
2
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of operational research : EJOR
2
Graduate studies in mathematics : GSM
2
Insurance / Mathematics & economics
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Mathematical finance
2
Operations research letters
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
Research paper / International Center for Financial Asset Management and Engineering
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->