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Theory
Theorie
47
Martingale
32
Martingal
31
Zeitreihenanalyse
31
Time series analysis
28
Estimation theory
27
Schätztheorie
27
Volatility
27
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27
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26
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26
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19
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19
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17
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17
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16
stable convergence
15
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14
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13
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13
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12
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11
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10
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10
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10
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9
Capital income
9
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9
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9
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9
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9
Varianzanalyse
9
Market microstructure noise
8
high frequency data
8
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7
Statistischer Test
7
central limit theorem
7
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7
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6
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23
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44
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Podolskij, Mark
32
Jacod, Jean
13
Barndorff-Nielsen, Ole E.
6
Christensen, Kim
5
Vetter, Mathias
5
Corcuera, José Manuel
4
Xiu, Dacheng
4
Hautsch, Nikolaus
3
Kinnebrock, Silja
3
Ait-Sahalia, Yacine
2
Aït-Sahalia, Yacine
2
Basse-O'Connor, Andreas
2
Christensen, Kimberly
2
Dette, Holger
2
Eberlein, Ernst
2
Graversen, Svend Erik
2
Schmidt, Christian
2
Yoshida, Nakahiro
2
Corcuera, José Manual
1
Fasciati Ziegel, Johanna
1
Fissler, Tobias
1
Gärtner, Kerstin
1
Hedevang, Emil
1
Heinrich, Claudio
1
Jacob, Jean
1
Klüppelberg, Claudia
1
Lachièze-Rey, Raphaël
1
Lebovits, Joachim
1
Li, Jia
1
Li, Yingying
1
Müller, Gernot
1
Oomen, Roel
1
Oomen, Roel C. A.
1
Pakkanen, Mikko S.
1
Protter, Philip E.
1
Raible, Sebastian
1
Shephard, Neil G.
1
Thamrongrat, Nopporn
1
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1
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1
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National Bureau of Economic Research
1
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1
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CREATES research paper
17
Finance and stochastics
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
CREATES Research Paper
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of econometrics
2
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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ECONIS (ZBW)
44
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1
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002364025
Saved in:
2
Limit of random measures associated with the increments of a brownian semimartingale
Jacod, Jean
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 526-569
Persistent link: https://www.econbiz.de/10011987890
Saved in:
3
Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 727-761
Persistent link: https://www.econbiz.de/10003740219
Saved in:
4
Risk-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
Saved in:
5
Lévy term structure models: no-arbitrage and completeness
Eberlein, Ernst
;
Jacod, Jean
;
Raible, Sebastian
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 67-88
Persistent link: https://www.econbiz.de/10002497073
Saved in:
6
On the range of options prices
Eberlein, Ernst
- In:
Finance and stochastics
1
(
1997
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10001217943
Saved in:
7
Local martingales and the fundamental asset pricing theorems in the discrete-time case
Jacod, Jean
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001243271
Saved in:
8
Comment on: limit of random measures associated with the increments of a Brownian Semimartingale
Li, Jia
;
Xiu, Dacheng
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 570-582
Persistent link: https://www.econbiz.de/10011987959
Saved in:
9
Comment on: limit of random measures associated with the increments of a Brownian Semimartingale
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 583-587
Persistent link: https://www.econbiz.de/10011987967
Saved in:
10
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
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