//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Zeitreihenanalyse"
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
The law of the iterated logari...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Martingale
1,093
Martingal
1,005
Compliance
882
Theorie
684
compliance
683
Theory
672
Stochastic process
286
Stochastischer Prozess
284
Normbefolgung
263
Legal compliance
259
Optionspreistheorie
242
Option pricing theory
239
Compliance management
229
Compliance-Management
229
Portfolio-Management
187
Portfolio selection
185
CAPM
155
Volatilität
125
Volatility
123
Regulation
109
Schätztheorie
109
Estimation theory
107
martingale
103
Regulierung
94
Corporate Governance
91
Time series analysis
89
enforcement
88
Corporate governance
86
Risikomanagement
85
Hedging
83
Incomplete market
82
Unvollkommener Markt
82
Welt
75
Arbitrage Pricing
73
COMPLIANCE
72
World
70
Arbitrage pricing
69
Rechtsdurchsetzung
69
Law enforcement
67
more ...
less ...
Online availability
All
Free
49
Undetermined
20
CC license
2
Type of publication
All
Book / Working Paper
49
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Working Paper
35
Arbeitspapier
33
Graue Literatur
31
Non-commercial literature
31
Language
All
English
91
Author
All
Li, Jia
10
Podolskij, Mark
7
Tauchen, George Eugene
6
Jacod, Jean
5
Phillips, Peter C. B.
5
Graversen, Svend Erik
4
Liu, Zhi
4
Shephard, Neil G.
4
Todorov, Viktor
4
Barndorff-Nielsen, Ole E.
3
Jin, Sainan
3
Jing, Bingyi
3
Laeven, Roger J. A.
3
Liao, Zhipeng
3
Nielsen, Bent
3
Pincheira, Pablo
3
Alj, Abdelkamel
2
Azrak, Rajae
2
Busch, Thomas
2
Can, Sami Umut
2
Chernozhukov, Victor
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Dalla, Violetta
2
Davies, Robert
2
Durlauf, Steven N.
2
Einmahl, John H. J.
2
Giraitis, Liudas
2
Honda, Toshio
2
Huang, Chen
2
Härdle, Wolfgang
2
Johansen, Søren
2
Kong, Xinbing
2
Kuan, Chung-ming
2
Mancini, Cecilia
2
Mélard, Guy
2
Park, Joon Y.
2
Podolski, Mark
2
Shao, Xiaofeng
2
Sørensen, Michael
2
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
1
Jingji-Yanjiusuo <Taipeh>
1
National Bureau of Economic Research
1
Published in...
All
Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Quantitative economics : QE ; journal of the Econometric Society
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CREATES Research Paper
2
CREATES research paper
2
Cowles Foundation discussion paper
2
Discussion paper / Tinbergen Institute
2
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Economics letters
2
Finance and stochastics
2
Global COE Hi-Stat discussion paper series
2
Mathematical finance
2
Research paper series / Swiss Finance Institute
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technical Report
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Working paper series
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Argumenta oeconomica
1
Cowles Foundation Discussion Paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / Department of Economics, University of Copenhagen
1
Documentos de trabajo Banco Central de Chile
1
ECARES working paper
1
Econometric reviews
1
Econometrics : open access journal
1
Economics discussion papers
1
Federal Reserve Bank of New York, Research Paper
1
Finance and Stochastics, Forthcoming
1
IEAS working paper
1
International journal of economics and financial issues : IJEFI
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of mathematical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
89
EconStor
2
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole Eiler
;
Graversen, Svend Erik
; …
-
2004
Central limit theorem, quadratic variation, bipower variation
Persistent link: https://www.econbiz.de/10010296635
Saved in:
2
Asymptotic theory for range-based estimation of integrated variance of a continuous semi-
martingale
Christensen, Kim
;
Podolski, Mark
-
2005
We provide a set of probabilistic laws for range-based estimation of integrated variance of a continuous semi-
martingale
…
Persistent link: https://www.econbiz.de/10010296680
Saved in:
3
Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001441577
Saved in:
4
Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
85
(
2003
)
4
,
pp. 1048-1062
Persistent link: https://www.econbiz.de/10001832972
Saved in:
5
A central limit theorem for local martingales with applications to the analysis of longitudinal data
Murphy, Susan
-
1994
Persistent link: https://www.econbiz.de/10000151652
Saved in:
6
Fourier series method for measurement of multivariate volatilities
Malliavin, Paul
;
Mancino, Maria Elvira
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10001643748
Saved in:
7
A new test of the
martingale
difference hypothesis
Kuan, Chung-ming
(
contributor
);
Lee, Wei-Ming
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
4
Persistent link: https://www.econbiz.de/10002652254
Saved in:
8
A new test of the
martingale
difference hypothesis
Kuan, Chung-ming
(
contributor
);
Lee, Wei-ming
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001926905
Saved in:
9
Testing the
martingale
difference hypothesis
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric reviews
22
(
2003
)
4
,
pp. 351-377
Persistent link: https://www.econbiz.de/10001843550
Saved in:
10
Discrete-time
martingale
convergence results and nonlinear estimation using time-series data
Los, Cornelis A.
-
1982
-
Rev
Persistent link: https://www.econbiz.de/10002494395
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->