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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Martingale
1,139
Martingal
1,056
Theorie
588
Theory
577
Optionspreistheorie
286
Option pricing theory
283
Stochastic process
236
Stochastischer Prozess
235
Portfolio-Management
189
Portfolio selection
187
CAPM
149
Volatilität
126
Volatility
124
Hedging
109
Schätztheorie
107
Estimation theory
105
martingale
102
Incomplete market
87
Unvollkommener Markt
87
Statistical test
72
Statistischer Test
72
Zeitreihenanalyse
72
Time series analysis
70
Börsenkurs
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Share price
68
Derivat
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Derivative
65
Schätzung
63
Estimation
62
Arbitrage
60
Arbitrage Pricing
60
Mathematical programming
59
Mathematische Optimierung
59
adjustment process
57
Arbitrage pricing
56
Efficient market hypothesis
53
Effizienzmarkthypothese
53
Capital income
52
Bubbles
49
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29
Aufsatz in Zeitschrift
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Graue Literatur
11
Non-commercial literature
11
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10
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10
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2
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English
52
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Todorov, Viktor
10
Bollerslev, Tim
6
Jacod, Jean
6
Tauchen, George Eugene
6
Li, Jia
5
Linton, Oliver
5
Hong, Seok Young
4
Zhang, Hui Jun
4
Ait-Sahalia, Yacine
3
Aït-Sahalia, Yacine
3
Charles, Amélie
2
Chernih, Andrew
2
Darné, Olivier
2
Davies, Robert
2
Fontana, Claudio
2
Kim, Jae H.
2
Madan, Dilip B.
2
Mykland, Per A.
2
Pelger, Markus
2
Schoutens, Wim
2
Smetanina, Ekaterina
2
Vanduffel, Steven
2
Wu, Lixin
2
Zhang, Lan
2
Asamoah, Michael Effah
1
Barone-Adesi, Giovanni
1
Bugni, Federico A.
1
Chen, Rui
1
Chen, Sheng-syan
1
Cuchiero, Christa
1
De Ville de Goyet, Cédric
1
Dhaene, Geert
1
Fischer, Tom
1
Gnoatto, Alessandro
1
Jacod, Jean M.
1
Jing, Bingyi
1
Klüppelberg, Claudia
1
Kong, Xin-Bing
1
Kusuoka, Shigeo
1
Lee, Cheng F.
1
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National Bureau of Economic Research
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Journal of econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Chapman & Hall/CRC financial mathematics series
2
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and stochastics
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Quantitative economics : QE ; journal of the Econometric Society
2
AFI
1
Advances in mathematical economics
1
Applied mathematical finance
1
CREATES Research Paper
1
CREATES research paper
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Econometrics : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Forschungsbericht / Universität Trier, Mathematik, Informatik
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of African business
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk finance : the convergence of financial products and insurance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
NBER Working Paper
1
NBER working paper series
1
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Research paper series / Swiss Finance Institute
1
The journal of futures markets
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
52
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1
An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 173-222
Persistent link: https://www.econbiz.de/10011987413
Saved in:
2
Testing the
martingale
hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
3
Consumption processes and positively homogeneous projection properties
Fischer, Tom
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 357-380
Persistent link: https://www.econbiz.de/10003899197
Saved in:
4
A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Maj, Matheusz
; …
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
Saved in:
5
Analyzing the spectrum of asset returns : jump and volatility components in high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
-
2010
Persistent link: https://www.econbiz.de/10003951823
Saved in:
6
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
7
On the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Schoutens, Wim
-
2007
Persistent link: https://www.econbiz.de/10003613733
Saved in:
8
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
9
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
10
Analyzing the spectrum of asset returns: jump and volatility components in high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Journal of economic literature
50
(
2012
)
4
,
pp. 1007-1050
Persistent link: https://www.econbiz.de/10009696498
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