//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
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
A new characterization of the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
38
Martingale
38
Volatility
16
Volatilität
16
Theorie
15
Theory
15
Estimation theory
14
Schätztheorie
14
Estimation
12
Schätzung
12
Statistical test
12
Statistischer Test
12
Time series analysis
11
Zeitreihenanalyse
11
Börsenkurs
8
Share price
8
Stochastic process
8
Stochastischer Prozess
8
High-frequency data
7
Capital income
6
Jumps
6
Kapitaleinkommen
6
Semimartingale
6
Statistical distribution
6
Statistische Verteilung
6
Market microstructure
5
Marktmikrostruktur
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Analysis of variance
4
Bootstrap approach
4
Bootstrap-Verfahren
4
High frequency data
4
Panel
4
Panel study
4
Stochastic volatility
4
Varianzanalyse
4
Aktienindex
3
Bootstrap
3
CAPM
3
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Li, Jia
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Yang, Zhenlin
3
Hounyo, Ulrich
2
Jing, Bingyi
2
Liu, Zhi
2
Mykland, Per A.
2
Phillips, Peter C. B.
2
Varneskov, Rasmus Tangsgaard
2
Zheng, Xu
2
Baltagi, Badi H.
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Chaker, Selma
1
Chan, Ngai Hang
1
Chen, Qiang
1
Chen, Rong
1
Chen, Rui
1
Cheng, Xu
1
Cheung, Simon K. C.
1
Christensen, Bent Jesper
1
Christensen, Kimberly
1
Clark, Todd E.
1
Delgado, Miguel A.
1
Deo, Rohit S.
1
Dovonon, Prosper
1
Escanciano, J. Carlos
1
Gallant, A. Ronald
1
Gouriéroux, Christian
1
Jacod, Jean
1
Jasiak, Joann
1
Jiang, George J.
1
Kalnina, Ilze
1
Klüppelberg, Claudia
1
Kong, Xin-Bing
1
Kong, Xinbing
1
Koul, Hira L.
1
Laeven, Roger J. A.
1
Lee, Yoon-jin
1
more ...
less ...
Published in...
All
Journal of econometrics
Finance and stochastics
92
IMF Working Papers
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Research paper series / Swiss Finance Institute
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
Annals of finance
16
IMF Staff Country Reports
16
Mathematics and financial economics
16
Applied mathematical finance
15
CREATES research paper
15
Journal of mathematical finance
13
Mathematical methods of operations research
13
Asia-Pacific financial markets
11
Statistics & Probability Letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematics of operations research
10
Annals of the Institute of Statistical Mathematics
9
European journal of operational research : EJOR
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cowles Foundation discussion paper
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
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Quantitative finance
8
Working Paper
8
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economics letters
7
International review of financial analysis
7
Risks : open access journal
7
The journal of futures markets
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / B
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze
;
Linton, Oliver
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003783783
Saved in:
2
Testing for jumps when asset prices are observed with noise : a "swap variance" approach
Jiang, George J.
;
Oomen, Roel C.A.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 352-370
Persistent link: https://www.econbiz.de/10003774646
Saved in:
3
Using out-of-sample mean squared prediction errors to test the
martingale
difference hypothesis
Clark, Todd E.
;
West, Kenneth D.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 155-186
Persistent link: https://www.econbiz.de/10003376081
Saved in:
4
Testing semiparametric conditional moment restrictions using conditional
martingale
transforms
Song, Kyungchul
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 74-84
Persistent link: https://www.econbiz.de/10003931787
Saved in:
5
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C. B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10003608182
Saved in:
6
Realized range-based estimation of integrated variance
Christensen, Kimberly
;
Podolskij, Mark
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 323-349
Persistent link: https://www.econbiz.de/10003571292
Saved in:
7
On the jump activity index for semimartingales
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
;
Mykland, Per A.
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 213-223
Persistent link: https://www.econbiz.de/10009509230
Saved in:
8
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
9
Testing a linear dynamic panel data model against nonlinear alternatives
Lee, Yoon-jin
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10010255452
Saved in:
10
Generalized ARMA models with
martingale
difference errors
Zheng, Tingguo
;
Xiao, Han
;
Chen, Rong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 492-506
Persistent link: https://www.econbiz.de/10011504639
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->