//--> //--> //-->
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:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Discounting"
~subject:"Market microstructure"
~type:"article"
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:"Semimartingale"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Discounting
Market microstructure
Martingal
7
Martingale
7
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
Theorie
4
Theory
4
semimartingale
4
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Börsenkurs
2
Marktmikrostruktur
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Share price
2
Time series analysis
2
Zeitreihenanalyse
2
1990-2008
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Asynchronous times
1
Bias
1
CAPM
1
Confidence set
1
Diskontierung
1
Efficient estimation
1
Experten
1
Experts
1
GMM
1
High-frequency data
1
Induktive Statistik
1
LAMN
1
Measurement
1
Messung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Li, Jia
1
Linetsky, Vadim
1
Mykland, Per A.
1
Qin, Likuan
1
Zhang, Lan
1
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
7
The review of financial studies
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of economics and financial issues : IJEFI
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
2
Long-term risk : a martingale approach
Qin, Likuan
;
Linetsky, Vadim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 299-312
Persistent link: https://www.econbiz.de/10011738495
Saved in:
3
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->