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Search: subject_exact:"Martingal"
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Martingal
53
Martingale
53
Theorie
21
Theory
21
Volatility
17
Volatilität
17
Stochastic process
16
Stochastischer Prozess
16
Estimation theory
14
Schätztheorie
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12
Option pricing theory
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Optionspreistheorie
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Time series analysis
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Börsenkurs
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Nichtparametrisches Verfahren
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53
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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
Albrecher, H.
1
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1
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1
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1
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Chaker, Selma
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Chan, Ngai Hang
1
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1
Chen, Qiang
1
Chen, Rong
1
Chen, Rui
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Cheng, Xu
1
Chernih, Andrew
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Chevalier, Etienne
1
Chiarella, Carl
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Christensen, Bent Jesper
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Christensen, Kimberly
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Clark, Todd E.
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Delgado, Miguel A.
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Deo, Rohit S.
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Dovonon, Prosper
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1
Fouque, Jean-Pierre
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Applied mathematical finance
Journal of econometrics
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Annals of finance
16
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
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
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
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Quantitative finance
7
Risks : open access journal
7
The journal of futures markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Econometric reviews
6
Finance research letters
6
International journal of financial engineering
6
Journal of mathematical economics
6
The review of financial studies
6
Journal of banking & finance
5
Operations research letters
5
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
5
Review of derivatives research
5
Contemporary quantitative finance : essays in honour of Eckhard Platen
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative economics : QE ; journal of the Econometric Society
4
Annals of economics and finance
3
Energy economics
3
International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
53
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1
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10
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53
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1
Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper
;
Taamouti, Abderrahim
;
Williams, Julian
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
Saved in:
2
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
3
Spatial dynamic panel data models with correlated random effects
Li, Liyao
;
Yang, Zhenlin
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 424-454
Persistent link: https://www.econbiz.de/10012619244
Saved in:
4
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
5
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
6
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
7
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
8
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
9
A goodness-of-fit test for copulas based on martingale transformation
Lu, Xiaohui
;
Zheng, Xu
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 84-117
Persistent link: https://www.econbiz.de/10012439384
Saved in:
10
Inference for the degree distributions of preferential attachment networks with zero-degree nodes
Chan, Ngai Hang
;
Cheung, Simon K. C.
;
Wong, Samuel P. S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10012439688
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