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~person:"Pelger, Markus"
~subject:"Arbitrage pricing"
~subject:"Kapitaleinkommen"
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Arbitrage pricing
Kapitaleinkommen
Capital income
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Martingal
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Martingale
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Absence of arbitrage
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Pelger, Markus
Todorov, Viktor
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Tauchen, George Eugene
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Journal of econometrics
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Sure profits via flash strategies and the impossibility of predictable jumps
Fontana, Claudio
;
Pelger, Markus
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778192
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Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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