//--> //--> //-->
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:"Jasiak, Joann"
~subject:"Estimation theory"
~subject:"Option pricing theory"
~subject:"Statistische Verteilung"
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:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Option pricing theory
Statistische Verteilung
Volatility
4
Volatilität
4
Multivariate Analyse
2
Multivariate analysis
2
Schätztheorie
2
Theorie
2
Theory
2
Bubbles
1
Credit risk
1
Dynamic equilibrium
1
Equilibrium theory
1
Factor analysis
1
Faktorenanalyse
1
Financial market
1
Finanzmarkt
1
Gleichgewichtstheorie
1
Identification
1
Kreditrisiko
1
Martingal
1
Martingale
1
Rational expectation
1
Rational expectations
1
Rationale Erwartung
1
Speculation
1
Speculative bubble
1
Spekulation
1
Spekulationsblase
1
Stationary martingale
1
Statistical distribution
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Transversality condition
1
Volatility induced mean-reversion,
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Jasiak, Joann
Todorov, Viktor
13
Tauchen, George Eugene
9
Andersen, Torben
7
Bollerslev, Tim
6
Li, Jia
6
Xiu, Dacheng
6
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
4
Gallant, A. Ronald
4
Gouriéroux, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Bandi, Federico M.
2
Bondarenko, Oleg
2
Calvet, Laurent E.
2
Caporin, Massimiliano
2
Clinet, Simon
2
Corradi, Valentina
2
Dalderop, Jeroen
2
Fan, Jianqing
2
Fisher, Adlai
2
Fusari, Nicola
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Maheu, John M.
2
more ...
less ...
Published in...
All
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
2
Multivariate Jacobi process with application to smooth transitions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 475-505
Persistent link: https://www.econbiz.de/10003298607
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->