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CREATES research paper
Finance and stochastics
93
IMF Working Papers
88
Annals of the Institute of Statistical Mathematics
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
Journal of econometrics
49
Statistics & Probability Letters
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Physica A: Statistical Mechanics and its Applications
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International journal of theoretical and applied finance
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Statistical Inference for Stochastic Processes
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
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Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
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2
On u- and v-statistics for discontinuous Itô semimartingales
Podolskij, Mark
;
Schmidt, Christian
;
Vetter, Mathias
-
2015
Persistent link: https://www.econbiz.de/10011398532
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3
Limit theorems for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Lachièze-Rey, Raphaël
; …
-
2015
Persistent link: https://www.econbiz.de/10011398661
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4
A
martingale
decomposition of discrete Markov chains
Hansen, Peter Reinhard
-
2015
Persistent link: https://www.econbiz.de/10010514601
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5
Testing the maximal rank of the volatility process for continuous diffusions observed with noise
Fissler, Tobias
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442414
Saved in:
6
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529445
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7
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark
;
Vetter, Mathias
-
2009
Persistent link: https://www.econbiz.de/10003883610
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8
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
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9
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
10
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
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