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~subject:"Martingal"
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Martingales in European emergi...
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Martingal
Insolvenz
15,414
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15,112
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8,510
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6,954
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6,912
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1,277
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1,265
Martingale
1,138
Bank
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Aktienmarkt
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Schweizer, Martin
28
Jacod, Jean
18
Podolskij, Mark
18
Platen, Eckhard
16
Phillips, Peter C. B.
15
Jarrow, Robert A.
14
Jeanblanc, Monique
14
Kardaras, Constantinos
14
Barndorff-Nielsen, Ole E.
13
Choulli, Tahir
11
Li, Jia
11
Todorov, Viktor
11
Bayraktar, Erhan
10
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10
Prigent, Jean-Luc
9
Biagini, Francesca
8
Cassese, Gianluca
8
Fontana, Claudio
8
Frittelli, Marco
8
Hobson, David G.
8
Kabanov, Jurij M.
8
Linton, Oliver
8
Nutz, Marcel
8
Scaillet, Olivier
8
Shephard, Neil G.
8
Tauchen, George Eugene
8
Bollerslev, Tim
7
Kallsen, Jan
7
Protter, Philip E.
7
Renault, Olivier
7
Schachermayer, Walter
7
Siu, Tak Kuen
7
Vetter, Mathias
7
Arai, Takuji
6
Clark, Todd E.
6
Elliott, Robert J.
6
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6
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1
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1
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1
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Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
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
Applied mathematical finance
15
CREATES research paper
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
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
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
Finance research letters
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International journal of financial engineering
6
Journal of mathematical economics
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NBER Working Paper
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Studi e quaderni
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ECONIS (ZBW)
1,049
USB Cologne (business full texts)
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1
Martingale
effect of conventional vs. Islamic stock indices : evidence from the UAE
Marashdeh, Hazem
;
Ashraf, Sania
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
3
,
pp. 279-290
Persistent link: https://www.econbiz.de/10013326345
Saved in:
2
Volatility
martingale
difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
Saved in:
3
Are major global stock markets efficient? : an application of the
martingale
difference hypothesis with wild bootstrap
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
American journal of finance and accounting
3
(
2013/14
)
2/4
,
pp. 217-233
Persistent link: https://www.econbiz.de/10010403610
Saved in:
4
Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International economics : a journal published by CEPII …
151
(
2017
),
pp. 100-112
Persistent link: https://www.econbiz.de/10011793836
Saved in:
5
Testing for the
martingale
difference hypothesis in multivariate time series models
Wang, Guochang
;
Zhu, Ke
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 980-994
Persistent link: https://www.econbiz.de/10013539404
Saved in:
6
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model
Le Courtois, Olivier
;
Quittard-Pinon, François
- In:
Asia-Pacific financial markets
13
(
2006
)
1
,
pp. 11-39
Persistent link: https://www.econbiz.de/10003496745
Saved in:
7
Ruin probabilities under general investments and heavy-tailed claims
Hult, Henrik
;
Lindskog, Filip
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 243-265
Persistent link: https://www.econbiz.de/10009159101
Saved in:
8
Counting processes for retail default modeling
Kiefer, Nicholas Maximilian
;
Larson, C. Erik
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
Saved in:
9
European option pricing with
liquidity
shocks
Ludkovski, Michael
;
Shen, Qunying
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010233260
Saved in:
10
Superreplication when trading at market indifference prices
Bank, Peter
;
Gökay, Selim
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 153-182
Persistent link: https://www.econbiz.de/10011460049
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