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Martingal
216
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Schweizer, Martin
15
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12
Platen, Eckhard
10
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8
Phillips, Peter C. B.
8
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7
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6
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Graversen, Svend Erik
4
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4
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4
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4
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3
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3
Dhaene, Jan
3
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3
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3
Hong, Seok Young
3
Jeanblanc, Monique
3
Larsson, Martin
3
Pincheira, Pablo
3
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Stassen, Ben
3
Vrins, Frédéric
3
Woerner, Jeannette H. C.
3
Zhang, Hui Jun
3
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2
Becherer, Dirk
2
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2
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2
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2
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2
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6
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1
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1
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18
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15
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9
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8
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6
Studi e quaderni
6
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5
Discussion paper / Center for Economic Research, Tilburg University
4
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4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
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2
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2
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ECONIS (ZBW)
221
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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
Arbitrage theory in models with transaction costs beyond efficient friction
Molitor, Alexander
-
2022
Persistent link: https://www.econbiz.de/10013187807
Saved in:
5
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
6
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:
7
Drift burst test statistic in the presence of infinite variation jumps
Mancini, Cecilia
-
2022
Persistent link: https://www.econbiz.de/10013535744
Saved in:
8
Deep Quadratic Hedging
Gnoatto, Alessandro
;
Lavagnini, Silvia
;
Picarelli, Athena
-
2022
Persistent link: https://www.econbiz.de/10013535748
Saved in:
9
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:
10
Testing efficiency in small and large financial markets
Dare, Wale
-
2017
Persistent link: https://www.econbiz.de/10011799698
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