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~isPartOf:"Applied economics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of futures markets"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
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Search: subject:"Stochastic Volatility"
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Börsenkurs
Forecasting model
Kapitaleinkommen
Stochastic process
Theorie
Volatility
81
Volatilität
81
Stochastischer Prozess
72
Stochastic volatility
45
Estimation
42
Schätzung
42
Theory
41
stochastic volatility
35
Option pricing theory
27
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Asai, Manabu
3
Li, Yong
3
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3
Chan, Jennifer S. K.
2
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2
Cross, Jamie
2
Dimitrakopoulos, Stefanos
2
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2
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1
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Applied economics
Econometrics : open access journal
Economic modelling
Economics letters
International review of economics & finance : IREF
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of futures markets
International journal of theoretical and applied finance
65
Journal of econometrics
43
Quantitative finance
39
Discussion paper / Tinbergen Institute
35
Journal of economic dynamics & control
26
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23
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22
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European journal of operational research : EJOR
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Journal of risk and financial management : JRFM
15
International journal of financial engineering
14
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
14
Tinbergen Institute Discussion Paper
14
Finance and stochastics
13
International journal of forecasting
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Annals of finance
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Federal Reserve Bank of Cleveland working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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84
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61
A common factor of stochastic volatilities between oil and commodity prices
Lee, Eunhee
;
Han, Doo Bong
;
Nayga, Rodolfo M.
- In:
Applied economics
49
(
2017
)
22
,
pp. 2203-2215
Persistent link: https://www.econbiz.de/10011817276
Saved in:
62
A new generalized volatility proxy via the
stochastic
volatility
model
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
49
(
2017
)
23
,
pp. 2259-2268
Persistent link: https://www.econbiz.de/10011817347
Saved in:
63
The semiparametric asymmetric
stochastic
volatility
model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
64
An extension of
stochastic
volatility
model with mixed frequency information
Shang, Yuhuang
;
Liu, Lulu
- In:
Economics letters
155
(
2017
),
pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
Saved in:
65
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
66
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:
67
Estimating
stochastic
volatility
models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
68
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
69
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
70
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
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