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~isPartOf:"CREATES research paper"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Volatilität"
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Search: subject_exact:"Martingal"
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Volatilität
Martingal
21
Martingale
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Theorie
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Theory
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Stochastic process
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Stochastischer Prozess
5
Volatility
5
Estimation theory
3
Mathematical programming
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1990-2008
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Podolskij, Mark
4
Barndorff-Nielsen, Ole E.
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Bollerslev, Tim
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Corcuera, José Manual
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Fissler, Tobias
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Jacod, Jean
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CREATES research paper
Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of econometrics
16
Finance and stochastics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
International journal of theoretical and applied finance
3
Mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Quantitative economics : QE ; journal of the Econometric Society
3
Annals of finance
2
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
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Journal of banking & finance
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
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NBER Working Paper
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NBER working paper series
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Research paper series / Swiss Finance Institute
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Annals of economics and statistics
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Applied economics
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Applied mathematical finance
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Asia-Pacific financial markets
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Becker Friedman Institute for Research in Economics Working Paper
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CREATES Research Paper
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CREATES Research Paper 2008-17
1
Computational economics
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DLSU business & economics review
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Econometric theory
1
Econometrics : open access journal
1
Economic modelling
1
Finance research letters
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Global COE Hi-Stat discussion paper series
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Handbook of macroeconomics : volume 2, v. 2A-2B SET
1
INFORMS journal on computing : JOC
1
Institute of Mathematical Economics Working Paper
1
International journal of financial engineering
1
International journal of financial research
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ECONIS (ZBW)
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Testing the maximal rank of the volatility process for continuous diffusions observed with noise
Fissler, Tobias
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442414
Saved in:
2
A test for the rank of the volatility process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009785770
Saved in:
3
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
-
2011
Persistent link: https://www.econbiz.de/10008807427
Saved in:
4
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
5
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
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