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subject:"Financial economics"
~isPartOf:"CREATES research paper"
~subject:"Derivat"
~subject:"Volatility"
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Search: subject_exact:"Martingale"
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Financial economics
Derivat
Volatility
Martingal
15
Martingale
15
Theorie
10
Theory
10
Stochastic process
5
Stochastischer Prozess
5
Volatilität
5
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Modellierung
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Scientific modelling
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1990-2008
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Aktienindex
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Analysis
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Bootstrap-Verfahren
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Capital income
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Chaos theory
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Chaostheorie
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Decomposition method
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Dekompositionsverfahren
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Duration analysis
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Estimation
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Mathematical analysis
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Multivariate analysis
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Nichtparametrische Schätzung
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Nichtparametrisches Verfahren
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Nonparametric estimation
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Nonparametric statistics
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Probability theory
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Ranking method
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Podolskij, Mark
4
Barndorff-Nielsen, Ole E.
1
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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Rosenbaum, Mathieu
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Todorov, Viktor
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CREATES research paper
Finance and stochastics
18
Journal of econometrics
16
International journal of theoretical and applied finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Research paper series / Swiss Finance Institute
6
Annals of finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International review of financial analysis
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Mathematics and financial economics
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Applied mathematical finance
3
International journal of financial engineering
3
Mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Quantitative economics : QE ; journal of the Econometric Society
3
Risks : open access journal
3
Swiss Finance Institute Research Paper
3
Asia-Pacific financial markets
2
Chapman & Hall/CRC financial mathematics series
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
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
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of mathematical finance
2
Mathematical methods of operations research
2
NBER Working Paper
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NBER working paper series
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Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advanced series on statistical science & applied probability
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Advanced series on statistical science and applied probability
1
Advances in investment analysis and portfolio management : a research annual
1
Annals of economics and statistics
1
Applied economics
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Applied optimization
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Asia Pacific financial markets
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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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