//--> //--> //--> //-->
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
subject:"Financial market"
~isPartOf:"Journal of econometrics"
~subject:"Share price"
~subject:"Statistical test"
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
Financial market
Share price
Statistical test
Martingal
38
Martingale
38
Volatility
17
Volatilität
17
Estimation theory
16
Schätztheorie
16
Theorie
16
Theory
16
Estimation
13
Schätzung
13
Statistischer Test
13
Time series analysis
13
Zeitreihenanalyse
13
Börsenkurs
9
Semimartingale
9
Capital income
8
Kapitaleinkommen
8
Stochastic process
8
Stochastischer Prozess
8
High-frequency data
7
Market microstructure
7
Marktmikrostruktur
7
Jumps
6
Statistical distribution
6
Statistische Verteilung
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Analysis of variance
4
Bootstrap approach
4
Bootstrap-Verfahren
4
High frequency data
4
Induktive Statistik
4
Panel
4
Panel study
4
Statistical inference
4
Stochastic volatility
4
Varianzanalyse
4
Aktienindex
3
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Tauchen, George Eugene
3
Hounyo, Ulrich
2
Li, Jia
2
Todorov, Viktor
2
Varneskov, Rasmus Tangsgaard
2
Zheng, Xu
2
Baltagi, Badi H.
1
Boswijk, Herman Peter
1
Casini, Alessandro
1
Chaker, Selma
1
Chen, Qiang
1
Chen, Rui
1
Delgado, Miguel A.
1
Dovonon, Prosper
1
Gallant, A. Ronald
1
Jacod, Jean
1
Klüppelberg, Claudia
1
Koul, Hira L.
1
Laeven, Roger J. A.
1
Lee, Yoon-jin
1
Li, Yingying
1
Liu, Guangying
1
Lu, Xiaohui
1
Mykland, Per A.
1
Müller, Gernot
1
Pan, Zhiyuan
1
Perera, Indeewara
1
Perron, Pierre
1
Pirotte, Alain
1
Shephard, Neil G.
1
Song, Zhaogang
1
Stute, Winfried
1
Taamouti, Abderrahim
1
Williams, Julian
1
Xiu, Dacheng
1
Yang, Xiye
1
Yang, Zhenlin
1
Zhang, Lan
1
Zhang, Zhiyuan
1
more ...
less ...
Published in...
All
Journal of econometrics
International journal of theoretical and applied finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance and stochastics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation discussion paper
3
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Research paper series / Swiss Finance Institute
3
CentER Discussion Paper Series
2
Discussion paper / Center for Economic Research, Tilburg University
2
ERID working paper
2
Econometric theory
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Economics discussion papers
2
Economics letters
2
Finance research letters
2
Journal of empirical finance
2
Journal of mathematical finance
2
Mathematics and financial economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Swiss Finance Institute Research Paper
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of economics and finance
1
Annals of finance
1
Applied economics letters
1
Applying Kernel and nonparametric estimation to economic topics
1
Aspects of mathematical finance
1
CREATES research paper
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Computational economics
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decision
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / B
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper
;
Taamouti, Abderrahim
;
Williams, Julian
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
Saved in:
2
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
3
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
4
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
5
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
6
A goodness-of-fit test for copulas based on martingale transformation
Lu, Xiaohui
;
Zheng, Xu
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 84-117
Persistent link: https://www.econbiz.de/10012439384
Saved in:
7
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
8
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
9
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
10
Fitting a two phase threshold multiplicative error model
Perera, Indeewara
;
Koul, Hira L.
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 348-367
Persistent link: https://www.econbiz.de/10011818363
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->