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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Option pricing theory
Statistical distribution
Unit root test
Bernoulli process
1
Brownian semimartingale
1
Calvo pricing
1
Common trend
1
EU countries
1
EU-Staaten
1
Estimation
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Factor analysis
1
Factor model
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Faktorenanalyse
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Flat trading
1
Inflation expectations
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Inflationserwartung
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Joint yield-curve modeling
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Market microstructure
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Marktmikrostruktur
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Martingal
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Martingale
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Multivariate Verteilung
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Multivariate distribution
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Noise Trading
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Noise trading
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Optionspreistheorie
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Quarticity function
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Schätzung
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Afuecheta, Emmanuel
1
Alzaatreh, Ayman
1
Amsler, Christine Elaine
1
Aruchunan, Elayaraja
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Balthrop, Andrew T.
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Belkacem, Lotfi
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Bera, Anil K.
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Chen, Shyh-Wei
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Chen, Sihong
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Li, Qi
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Cowles Foundation discussion paper
48
SFB 649 discussion paper
34
Journal of econometrics
18
Econometric theory
12
Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
The econometrics journal
3
Applied quantitative finance
2
CORE discussion paper : DP
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IRTG 1792 discussion paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
2
The review of financial studies
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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CIE working paper series
1
Computational economics
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Economics letters
1
Finance and stochastics
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HKIMR working paper
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Insurance / Mathematics & economics
1
International Journal of Financial Studies : open access journal
1
International economic review
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International journal of theoretical and applied finance
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Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
Quantitative finance
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Review of derivatives research
1
Risks : open access journal
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Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
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