//--> //--> //--> //-->
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
~type_genre:"Article in journal"
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:"Semimartingale"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
591
Martingale
591
Theorie
314
Theory
314
Option pricing theory
180
Optionspreistheorie
180
Stochastic process
138
Stochastischer Prozess
138
Portfolio selection
137
Portfolio-Management
137
CAPM
98
Volatility
82
Volatilität
82
Hedging
62
Incomplete market
59
Unvollkommener Markt
59
Börsenkurs
48
Share price
48
Derivat
45
Derivative
45
Estimation theory
43
Schätztheorie
43
Arbitrage
42
Estimation
42
Schätzung
42
Statistical test
40
Statistischer Test
40
Mathematical programming
39
Mathematische Optimierung
39
Efficient market hypothesis
37
Effizienzmarkthypothese
37
Risk
34
Time series analysis
34
Zeitreihenanalyse
34
Risiko
33
Arbitrage Pricing
32
Arbitrage pricing
32
Capital income
31
Kapitaleinkommen
31
Option trading
31
more ...
less ...
Online availability
All
Undetermined
221
Free
34
Type of publication
All
Article
599
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
599
Graue Literatur
219
Non-commercial literature
219
Working Paper
208
Arbeitspapier
207
Aufsatz im Buch
32
Book section
32
Hochschulschrift
31
Thesis
24
Amtsdruckschrift
8
Collection of articles written by one author
8
Government document
8
Sammlung
8
Lehrbuch
6
Textbook
5
Conference paper
4
Konferenzbeitrag
4
Article
3
Forschungsbericht
3
Einführung
2
Bibliografie
1
Collection of articles of several authors
1
Konferenzschrift
1
Mikroform
1
Sammelwerk
1
more ...
less ...
Language
All
English
597
Spanish
1
Serbian
1
Author
All
Li, Jia
11
Jarrow, Robert A.
9
Kardaras, Constantinos
9
Frittelli, Marco
8
Jacod, Jean
8
Protter, Philip E.
8
Choulli, Tahir
7
Nutz, Marcel
7
Tauchen, George Eugene
7
Todorov, Viktor
7
Bayraktar, Erhan
6
Biagini, Francesca
6
Fontana, Claudio
6
Hobson, David G.
6
Jeanblanc, Monique
6
Kabanov, Jurij M.
6
Kallsen, Jan
6
Siu, Tak Kuen
6
Arai, Takuji
5
Criens, David
5
Elliott, Robert J.
5
Liu, Zhi
5
Mykland, Per A.
5
Obłój, Jan
5
Schachermayer, Walter
5
Campi, Luciano
4
Charles, Amélie
4
Cretarola, Alessandra
4
Darné, Olivier
4
Deng, Jun
4
Kim, Jae H.
4
Larsen, Kasper
4
Linton, Oliver
4
Madan, Dilip B.
4
McCauley, Joseph L.
4
Phillips, Peter C. B.
4
Platen, Eckhard
4
Ruf, Johannes
4
Seifried, Frank Thomas
4
Tankov, Peter
4
more ...
less ...
Published in...
All
Finance and stochastics
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
42
Journal of econometrics
41
Annals of finance
16
Applied mathematical finance
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
Econometric theory
7
Economics letters
7
International review of financial analysis
7
Journal of mathematical economics
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Quantitative finance
7
Risks : open access journal
7
The journal of futures markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Econometric reviews
6
Finance research letters
6
International journal of financial engineering
6
The review of financial studies
6
Journal of banking & finance
5
Operations research letters
5
Review of derivatives research
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative economics : QE ; journal of the Econometric Society
4
Annals of economics and finance
3
Energy economics
3
International journal of theoretical and applied finance : IJTAF
3
Journal of empirical finance
3
Journal of risk and financial management : JRFM
3
more ...
less ...
Source
All
ECONIS (ZBW)
599
Showing
591
-
599
of
599
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
591
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
Saved in:
592
Martingales, nonlinearity, and chaos
Barnett, William A.
;
Serletis, Apostolos
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 703-724
Persistent link: https://www.econbiz.de/10001465668
Saved in:
593
Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001441577
Saved in:
594
Do S&P 500 index options violate the martingale restriction?
Strong, Norman
;
Xu, Xinzhong
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
Saved in:
595
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
Bacinello, Anna Rita
;
Ortu, Fulvio
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 293-312
Persistent link: https://www.econbiz.de/10001517818
Saved in:
596
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
597
On hedging in finite security markets
Florio, Silvia
;
Runggaldier, Wolfgang J.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 159-176
Persistent link: https://www.econbiz.de/10001490688
Saved in:
598
Testovi martingala u analizi ekonomsko-finansijskih vremenskih serija
Mladenović, Zorica
- In:
Economic annals
43
(
1999
),
pp. 279-293
Persistent link: https://www.econbiz.de/10001551890
Saved in:
599
Changes of numeraire for pricing futures, forwards, and options
Schroder, Mark D.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1143-1163
Persistent link: https://www.econbiz.de/10001434633
Saved in:
First
Prev
51
52
53
54
55
56
57
58
59
60
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->