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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
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Search: subject:"Stochastic Volatility"
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Börsenkurs
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Volatilität
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Stochastic process
13
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13
stochastic volatility
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Barnett, William A.
1
Bekierman, Jeremias
1
Bäurle, Gregor
1
Chan, Jennifer S. K.
1
Ftiti, Zied
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
28
International journal of forecasting
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of economic dynamics & control
10
Quantitative finance
8
Econometric reviews
7
Economics letters
7
Computational economics
6
Finance research letters
6
Journal of banking & finance
6
Applied economics
5
Economic modelling
5
Energy economics
5
Insurance / Mathematics & economics
5
International review of economics & finance : IREF
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International review of financial analysis
4
Journal of forecasting
4
Journal of macroeconomics
4
Journal of mathematical finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Annals of finance
3
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / CEPR
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of theoretical and applied finance
3
Journal of economic theory
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of futures markets
3
Annals of financial economics
2
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2
Asia-Pacific financial markets
2
Decisions in economics and finance : a journal of applied mathematics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
European journal of operational research : EJOR
2
Finance and stochastics
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
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1
Asymmetry in
stochastic
volatility
models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
2
An effcient exact Bayesian method for state space models with
stochastic
volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
Saved in:
3
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
4
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
5
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
6
Dissecting skewness under affine jump-diffusions
Zhen, Fang
;
Zhang, Jin E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
Saved in:
7
Bayesian estimation of Gegenbauer long memory processes with
stochastic
volatility
: methods and applications
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011897536
Saved in:
8
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
9
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
10
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
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