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~isPartOf:"Applied economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of computational finance"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Markov-Kette"
~subject:"Stochastic process"
~subject:"Theorie"
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Börsenkurs
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Volatility
45
Volatilität
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Stochastischer Prozess
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stochastic volatility
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Applied economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of computational finance
International journal of theoretical and applied finance
65
Journal of econometrics
43
Quantitative finance
40
Discussion paper / Tinbergen Institute
35
Journal of economic dynamics & control
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of futures markets
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International journal of financial engineering
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International journal of forecasting
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Risks : open access journal
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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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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Is Bitcoin really a currency? : a viewpoint of a
stochastic
volatility
model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
4
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:
5
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
6
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
7
Robust product Markovian quantization
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 55-78
Persistent link: https://www.econbiz.de/10014546287
Saved in:
8
An artificial neural network representation of the SABR
stochastic
volatility
model
McGhee, William A.
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012938882
Saved in:
9
Expansion method for pricing foreign exchange options under
stochastic
volatility
and interest rates
Nagami, Kenji
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 29-50
Persistent link: https://www.econbiz.de/10012938885
Saved in:
10
Stochastic
volatility
forecasting of the Finnish housing market
Dufitinema, Josephine
- In:
Applied economics
53
(
2021
)
1
,
pp. 98-114
Persistent link: https://www.econbiz.de/10012416026
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