//--> //--> //-->
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:"Applied economics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Caldeira, João F."
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
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:"Stochastic Volatility"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Capital income
Kapitaleinkommen
Stochastic process
Theorie
Estimation
1
MCMC
1
Macro-finance
1
Non-affine
1
Schätzung
1
Stochastic volatility
1
Stochastischer Prozess
1
Term structure of interest rates
1
Theory
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
factor models
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Caldeira, João F.
Asai, Manabu
3
Lee, Eunhee
2
Andreasen, Martin Møller
1
Barnett, William A.
1
Barsotti, Flavia
1
Bekierman, Jeremias
1
Beyer, Robert
1
Bäurle, Gregor
1
Cadonna, Annalisa
1
Caporin, Massimiliano
1
Chan, Jennifer S. K.
1
Chen, Jun-Home
1
Davies, Robert
1
Dima, Bogdan
1
Dima, Ştefana Maria
1
Dufitinema, Josephine
1
El-Khatib, Youssef
1
Fabozzi, Frank J.
1
Fan, Chenxi
1
Frühwirth-Schnatter, Sylvia
1
Ftiti, Zied
1
Gomes, Fábio A.
1
Goutte, Stéphane
1
Gribisch, Bastian
1
Han, Doo Bong
1
Huang, Alex
1
Huang, Yu-Fan
1
Jawadi, Fredj
1
Jung, Hojin
1
Kakamu, Kazuhiko
1
Kaufmann, Daniel
1
Kaufmann, Sylvia
1
Kim, Jong-Min
1
Knaus, Peter
1
Kumar, Satish
1
Kunimoto, Noriyuki
1
Lassance, Nathan
1
Laurini, Márcio Poletti
1
Lee, Kyungsub
1
more ...
less ...
Published in...
All
Applied economics
Econometrics : open access journal
International review of economics & finance : IREF
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A macro-finance term structure model with multivariate
stochastic
volatility
Laurini, Márcio Poletti
;
Caldeira, João F.
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 68-90
Persistent link: https://www.econbiz.de/10011626008
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->