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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"SFB 649 Discussion Paper"
~subject:"stochastic volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Stochastischer Prozess"
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stochastic volatility
Stochastic process
54
Stochastischer Prozess
54
Theorie
36
Theory
36
Estimation
9
Schätzung
9
USA
9
United States
9
Dynamic equilibrium
8
Dynamisches Gleichgewicht
8
Time series analysis
8
Volatility
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Volatilität
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Dynamische Wirtschaftstheorie
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Schock
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Shock
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Liquiditätsbeschränkung
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Lernprozess
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Nichtlineare Regression
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Nichtparametrisches Verfahren
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Todorov, Viktor
2
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Collin-Dufresne, Pierre
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Li, Huachen
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Li, Jia
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of money, credit and banking : JMCB
SFB 649 Discussion Paper
International journal of theoretical and applied finance
24
Applied mathematical finance
15
The journal of computational finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Risks : open access journal
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Econometrics : open access journal
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied economics letters
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International journal of financial engineering
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Journal of forecasting
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Quantitative economics : QE ; journal of the Econometric Society
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Econometric reviews
4
International journal of financial markets and derivatives
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The journal of futures markets
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Annals of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
3
The European journal of finance
3
Central European journal of economic modelling and econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance a úvěr
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IMA journal of management mathematics
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International journal of computational economics and econometrics : IJCEE
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International journal of theoretical and applied finance : IJTAF
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Journal of derivatives & hedge funds
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Scandinavian actuarial journal
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Advances in Pacific Basin business, economics, and finance
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1
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
2
The time-varying response of hours worked to a productivity shock
Li, Huachen
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1907-1935
Persistent link: https://www.econbiz.de/10014436110
Saved in:
3
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
4
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
5
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
6
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
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