Business & Economics
Jump
100%
Estimator
63%
Continuous-time Model
59%
Market Microstructure Noise
56%
High-frequency Data
51%
Maximum Likelihood Estimation
39%
Continuous Time
39%
Investors
27%
Sampling
25%
Approximation
24%
Testing
22%
Portfolio Choice
21%
Stochastic Volatility Model
21%
Financial Econometrics
20%
Markov Process
19%
Semimartingale
18%
Asset Returns
17%
Diffusion Process
16%
Quadratic Variation
15%
Asset Prices
15%
Value at Risk
15%
State Price Density
15%
Asymptotic Properties
14%
Jump Process
14%
Realized Volatility
14%
Interest Rates
13%
Asymptotic Distribution
13%
Principal Component Analysis
13%
Option Prices
12%
Financial Data
12%
Test Statistic
12%
Time Scales
11%
Leverage Effect
11%
Risk Premia
11%
Integrated Volatility
10%
Implied Volatility
10%
Variance Swap
10%
Market Price
10%
Ticks
10%
Discrete Data
10%
Derivative Securities
9%
Implied Volatility Surface
9%
Monte Carlo Simulation
9%
Assets
9%
Global Financial Crisis
9%
Microstructure Noise
8%
Discrete Sampling
8%
Variable Selection
8%
Nonparametric Test
8%
Term Structure Models
8%
Markov Model
8%
Nonparametric Estimation
8%
Specification Test
8%
Discrete-time
7%
Financial Asset Market
7%
Finance
7%
Edgeworth Expansion
7%
Option Pricing
7%
Optimal Portfolio
7%
Kernel Regression
7%
Random Sampling
7%
Fisher Information
7%
Risk-neutral Density
7%
Econometrics
7%
Risk Aversion
7%
Volatility Components
7%
Brownian Motion
6%
Volatility Estimation
6%
Bandwidth
6%
Conditional Moments
6%
Default Correlation
6%
Hausman Test
6%
Interest Rate Derivatives
6%
Jump Risk
6%
Modeling
6%
Simulation
6%
Equity Risk
6%
Saddlepoint
6%
Goodness of Fit Test
6%
Financial Contagion
6%
Economic Valuation
6%
Out-of-sample Forecasting
6%
Jump Diffusion
6%
Distribution Function
6%
Dynamic Equilibrium
6%
Market Making
6%
Integrated Process
6%
Financial Assets
6%
Pricing
6%
Equity Premium
6%
Luxury Goods
6%
Contagion
6%
Randomness
6%
Risk-return Tradeoff
5%
Fundamental Values
5%
Filter
5%
Operator
5%
Options Markets
5%
Mathematics
High-frequency Data
28%
Jump
22%
Estimator
18%
Semimartingale
18%
Market Microstructure
18%
Volatility
16%
Testing
11%
Liquidity
10%
Closed-form
9%
Portfolio Choice
8%
Discrete Observations
8%
Leverage Effect
8%
Estimate
7%
Market
7%
Continuous-time Model
7%
Model
6%
Econometrics
6%
Evidence
6%
Jump Diffusion
6%
Financial Data
6%
Transition Density
6%
Likelihood Inference
5%
Narrative
5%
Noisy Data
5%
Low Frequency
5%
Non-parametric test
5%
Financial Crisis
5%
Principal Components
5%
Brownian motion
5%
Principal Component Analysis
5%
Closed-form Solution
5%
Finance
5%
