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~isPartOf:"Applied economics"
~isPartOf:"Econometrics : open access journal"
~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
67
Volatilität
67
Stochastischer Prozess
61
Theory
35
stochastic volatility
35
Estimation
33
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33
Stochastic volatility
31
Option pricing theory
24
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24
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Asai, Manabu
3
Chan, Jennifer S. K.
2
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2
Gupta, Rangan
2
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2
Lee, Eunhee
2
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2
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2
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Applied economics
Econometrics : open access journal
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
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The North American journal of economics and finance : a journal of financial economics studies
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Tinbergen Institute Discussion Paper
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Finance and stochastics
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International journal of forecasting
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Federal Reserve Bank of Cleveland working paper series
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41
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
42
Modelling the dynamics of Bitcoin and Litecoin : GARCH versus
stochastic
volatility
models
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
- In:
Applied economics
51
(
2019
)
37
,
pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
Saved in:
43
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
44
Pricing multiasset cross-currency options
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010254960
Saved in:
45
A new look at Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Economics letters
163
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
Saved in:
46
A generalised
stochastic
volatility
in mean VAR
Mumtaz, Haroon
- In:
Economics letters
173
(
2018
),
pp. 10-14
Persistent link: https://www.econbiz.de/10012022862
Saved in:
47
Volatility and return jumps in bitcoin
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
Economics letters
173
(
2018
),
pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
Saved in:
48
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
49
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:
50
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
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