//--> //--> //-->
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:"Documento de trabajo"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working papers in economics"
~subject:"Finanzkrise"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Finanzkrise
Volatility
51
Volatilität
51
Stochastic process
44
Stochastischer Prozess
44
Stochastic volatility
26
Estimation
23
Schätzung
23
Option pricing theory
20
Optionspreistheorie
20
Theorie
16
Theory
16
Bayes-Statistik
10
Bayesian inference
10
VAR model
10
VAR-Modell
10
Schock
9
Shock
9
Stochastic Volatility
9
Time series analysis
9
Zeitreihenanalyse
9
Business cycle
7
Estimation theory
7
Konjunktur
7
Markov chain
7
Markov-Kette
7
Peru
7
Schätztheorie
7
ARCH model
6
ARCH-Modell
6
Jumps
6
Portfolio selection
6
Portfolio-Management
6
Exchange rate
5
Financial crisis
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
State space model
5
Wechselkurs
5
Zustandsraummodell
5
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
3
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
5
Author
All
Alvarado, Mauricio
1
Avouyi-Dovi, Sanvi
1
Batten, Jonathan A.
1
Eller, Markus
1
Horny, Guillaume
1
Huber, Florian
1
Khaw, Karren Lee-Hwei
1
Kim, Jeong-Hoon
1
Kim, See-Woo
1
Rodriguez, Gabriel
1
Schuberth, Helene
1
Sevestre, Patrick
1
Young, Martin R.
1
more ...
less ...
Published in...
All
Documento de trabajo
Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
Working papers in economics
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Annual review of financial economics
1
Argumenta oeconomica
1
CDMA working paper series
1
Department of Economics working paper
1
Discussion paper / Tinbergen Institute
1
Documents de travail / Banque de France
1
Econometric Institute research papers
1
Economic bulletin
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Finance a úvěr
1
IHS working paper
1
International review of financial analysis
1
Journal of international money and finance
1
Journal of monetary economics
1
Kiel working paper
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research letters
1
Research paper series / Swiss Finance Institute
1
Research technical papers
1
Review of economic dynamics
1
Staff reports / Federal Reserve Bank of New York
1
Swiss Finance Institute Research Paper
1
Systemic risk tomography : signals, measurement and transmission channels
1
Working paper
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / European Central Bank
1
Working papers series / Federal Reserve Bank of San Francisco
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus
;
Huber, Florian
;
Schuberth, Helene
-
2018
We propose a dynamic factor model with time-varying parameters and
stochastic
volatility
to analyze the relationship …
Persistent link: https://www.econbiz.de/10011929696
Saved in:
3
Variance swaps with double exponential Ornstein-Uhlenbeck
stochastic
volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
4
Pricing convertible bonds
Batten, Jonathan A.
;
Khaw, Karren Lee-Hwei
;
Young, Martin R.
- In:
Journal of banking & finance
92
(
2018
),
pp. 216-236
Persistent link: https://www.econbiz.de/10011964571
Saved in:
5
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->