//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
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
Search: subject_exact:"Martingal"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Aktienindex
1
Ausreißer
1
Capital income
1
Estimation
1
Extreme value theory
1
Jumps
1
Kapitaleinkommen
1
Market risk
1
Martingal
1
Martingale
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Options
1
Optionspreistheorie
1
Outliers
1
Risikomaß
1
Risk measure
1
Risk-neutral distributions
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
Time-varying jump tails
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bollerslev, Tim
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
Baltagi, Badi H.
1
Boswijk, Herman Peter
1
Chaker, Selma
1
Chan, Ngai Hang
1
Chen, Qiang
1
Chen, Rong
1
Chen, Rui
1
Cheng, Xu
1
Cheung, Simon K. C.
1
Christensen, Bent Jesper
1
Christensen, Kimberly
1
Clark, Todd E.
1
Delgado, Miguel A.
1
Deo, Rohit S.
1
Dovonon, Prosper
1
Escanciano, J. Carlos
1
Gallant, A. Ronald
1
Gouriéroux, Christian
1
Jacod, Jean
1
Jasiak, Joann
1
Jiang, George J.
1
Kalnina, Ilze
1
Klüppelberg, Claudia
1
Kong, Xin-Bing
1
Kong, Xinbing
1
Koul, Hira L.
1
Laeven, Roger J. A.
1
Lee, Yoon-jin
1
more ...
less ...
Published in...
All
Journal of econometrics
CREATES Research Paper
1
CREATES research paper
1
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Quantitative economics : QE ; journal of the Econometric Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->