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Search: subject:"Semimartingale"
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Martingal
204
Martingale
204
Theorie
122
Theory
122
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43
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38
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149
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Arbeitspapier
Article in journal
613
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613
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221
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221
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215
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33
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206
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Schweizer, Martin
15
Podolskij, Mark
12
Platen, Eckhard
10
Barndorff-Nielsen, Ole E.
8
Phillips, Peter C. B.
8
Shephard, Neil G.
7
Cassese, Gianluca
6
Jacod, Jean
6
Prigent, Jean-Luc
6
Scaillet, Olivier
6
Hulley, Hardy
5
Renault, Olivier
5
Soner, Halil Mete
5
Graversen, Svend Erik
4
Kardaras, Constantinos
4
Linton, Oliver
4
Pommeret, Denys
4
Vetter, Mathias
4
Chiarella, Carl
3
Choulli, Tahir
3
Dhaene, Jan
3
Giraitis, Liudas
3
Herdegen, Martin
3
Hong, Seok Young
3
Ibragimov, Rustam
3
Jeanblanc, Monique
3
Liptser, R.
3
Novikov, Alexander
3
Spokojnyj, Vladimir G.
3
Stassen, Ben
3
Vrins, Frédéric
3
Woerner, Jeannette H. C.
3
Zhang, Hui Jun
3
Amendinger, Jürgen
2
Becherer, Dirk
2
Bollerslev, Tim
2
Brown, Donald J.
2
Bálint, Dániel Ágoston
2
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2
Cheang, Gerald H. L.
2
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
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2
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2
Center for Economic Research <Minneapolis, Minn.>
1
Federal Reserve Bank of Kansas City / Research Division
1
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1
Jingji-Yanjiusuo <Taipeh>
1
Robert Schuman Centre for Advanced Studies
1
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1
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1
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1
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Research paper series / Swiss Finance Institute
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
CREATES research paper
15
Cowles Foundation discussion paper
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Discussion papers of interdisciplinary research project 373
6
Studi e quaderni
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Discussion paper / Center for Economic Research, Tilburg University
4
Mathematical finance
4
AFI
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
CORE discussion papers : DP
3
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3
ERID working paper
3
Economics discussion papers
3
Global COE Hi-Stat discussion paper series
3
SFB 649 discussion paper
3
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3
Working paper series
3
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2
Cambridge working papers in economics
2
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
2
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2
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2
Discussion papers / Graduate School of Economics, Hitotsubashi University
2
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2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Oxford Financial Research Centre economics series
2
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2
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2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
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2
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2
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1
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ECONIS (ZBW)
207
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1
Anytime-valid inference in linear models and regression-adjusted inference
Lindon, Michael
;
Ham, Dae Woong
;
Tingley, Martin
; …
-
2024
Persistent link: https://www.econbiz.de/10014487276
Saved in:
2
Drift burst test statistic in a pure jump
semimartingale
model
Mancini, Cecilia
-
2021
Persistent link: https://www.econbiz.de/10013347728
Saved in:
3
Mimic martingales in sequential auctions
Van Essen, Matthew
;
Wooders, John
-
2023
Persistent link: https://www.econbiz.de/10014483112
Saved in:
4
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:
5
Drift burst test statistic in the presence of infinite variation jumps
Mancini, Cecilia
-
2022
Persistent link: https://www.econbiz.de/10013535744
Saved in:
6
Deep Quadratic Hedging
Gnoatto, Alessandro
;
Lavagnini, Silvia
;
Picarelli, Athena
-
2022
Persistent link: https://www.econbiz.de/10013535748
Saved in:
7
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
8
Testing efficiency in small and large financial markets
Dare, Wale
-
2017
Persistent link: https://www.econbiz.de/10011799698
Saved in:
9
Global estimation of realized spot volatility in the presence of price jumps
Dare, Wale
;
Fengler, Matthias
-
2017
Persistent link: https://www.econbiz.de/10011799708
Saved in:
10
Rate-optimality of consistent distribution-free tests of independence based on center-outward ranks and signs
Shi, Hongjian
;
Hallin, Marc
;
Drton, Mathias
;
Han, Fang
-
2020
Persistent link: https://www.econbiz.de/10012242873
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