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~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~subject:"Zeitreihenanalyse"
~subject:"stochastic volatility"
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Search: subject_exact:"Stochastic process"
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Zeitreihenanalyse
stochastic volatility
Stochastic process
111
Stochastischer Prozess
111
Volatility
52
Volatilität
52
Theorie
44
Theory
44
Estimation
29
Schätzung
29
Time series analysis
23
Bayes-Statistik
22
Bayesian inference
22
Oil price
20
Ölpreis
20
Electric power industry
19
Elektrizitätswirtschaft
19
Option pricing theory
19
Optionspreistheorie
19
Forecasting model
18
Prognoseverfahren
18
Commodity derivative
15
Rohstoffderivat
15
Electricity price
14
State space model
14
Strompreis
14
Zustandsraummodell
14
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Stochastic volatility
13
VAR model
13
VAR-Modell
13
ARCH model
11
ARCH-Modell
11
Welt
11
World
11
Energiemarkt
10
Energy market
10
Greenhouse gas emissions
10
Markov chain
10
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17
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5
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17
Article
9
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Non-commercial literature
17
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9
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9
Arbeitspapier
6
Working Paper
6
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English
26
Author
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Chan, Joshua
10
Benth, Fred Espen
3
Zhang, Bo
3
Bao Hoang Nguyen
2
Nason, James Michael
2
Strachan, Rodney W.
2
Abrell, Jan
1
Chan, Joshua C. C.
1
Che Mohd Imran Che Taib
1
Cross, Jamie L.
1
DiLellio, James A.
1
Doucet, Arnaud
1
Dyer, James S.
1
Eisenstat, Eric
1
Fernández González, Paula
1
García Mirantes, Andrés
1
Görtz, Christoph
1
Hahn, Warren J.
1
Hou, Chenghan
1
Hsiao, Cody Y. L.
1
Ignatieva, Ekaterina
1
Klüppelberg, Claudia
1
Koop, Gary
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Landajo, Manuel
1
León-González, Roberto
1
Mertens, Elmar
1
Müller, Gernot
1
Neumann, Anne
1
Población, Javier
1
Presno, María José
1
Schrader, Simon Elias
1
Serna, Gregorio
1
Smith, Gregor W.
1
Song, Yong
1
Theodoridis, Konstantinos
1
Thoenissen, Christoph
1
Vos, Linda
1
Wong, Patrick
1
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CAMA working paper series
Energy economics
Journal of econometrics
70
Discussion paper / Tinbergen Institute
54
International journal of theoretical and applied finance
31
Econometric reviews
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Econometric theory
23
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Economics letters
18
The journal of computational finance
18
Journal of risk and financial management : JRFM
17
Applied mathematical finance
16
Econometrics : open access journal
16
Working paper
16
Economic modelling
15
International journal of forecasting
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Applied economics letters
14
Computational economics
14
Risks : open access journal
14
CREATES research paper
12
Cowles Foundation discussion paper
12
Quantitative finance
12
The econometrics journal
12
Applied economics
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Journal of empirical finance
10
Journal of forecasting
10
European journal of operational research : EJOR
9
Journal of applied econometrics
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
SFB 649 discussion paper
9
Discussion papers / CEPR
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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ECONIS (ZBW)
26
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1
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
2
Forecasting oil prices : can large BVARs help?
Bao Hoang Nguyen
;
Zhang, Bo
-
2022
Persistent link: https://www.econbiz.de/10013478800
Saved in:
3
UK inflation forecasts since the thirteenth century
Nason, James Michael
;
Smith, Gregor W.
-
2021
Persistent link: https://www.econbiz.de/10012585992
Saved in:
4
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
5
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012533936
Saved in:
6
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
7
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization : the Norway and Germany case
Schrader, Simon Elias
;
Benth, Fred Espen
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477471
Saved in:
8
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
9
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
10
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
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