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~subject:"Stochastic volatility"
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Search: subject:"Volatility"
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Stochastic volatility
Volatility
246
Volatilität
246
Theorie
98
Theory
98
Estimation
63
Schätzung
63
Arbeitsmobilität
55
Labour mobility
55
ARCH model
52
ARCH-Modell
52
Börsenkurs
43
Share price
43
Capital income
37
Kapitaleinkommen
37
Time series analysis
35
Zeitreihenanalyse
35
Welt
30
World
30
USA
29
United States
29
Aktienmarkt
27
Business cycle
27
Exchange rate
27
Konjunktur
27
Stochastic process
27
Stochastischer Prozess
27
Stock market
27
Wechselkurs
27
Estimation theory
25
Risiko
25
Risk
25
Schock
25
Schätztheorie
25
Shock
25
Forecasting model
22
Prognoseverfahren
22
Virtual currency
18
Virtuelle Währung
18
Bitcoin
17
VAR model
17
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English
14
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Gupta, Rangan
2
Chaim, Pedro
1
Chan, Jennifer S. K.
1
Christou, Christina
1
Demirer, Rıza
1
Dimitrakopoulos, Stefanos
1
Eom, Young Ho
1
Gefang, Deborah
1
Huber, Florian
1
Jang, Woon Wook
1
Kang, Yong Joo
1
Karlsson, Sune
1
Koop, Gary
1
Krämer, Walter
1
Laurini, Márcio Poletti
1
Lee, Dong Jin
1
Liu, Lulu
1
Messow, Philip
1
Nyakabawo, Wendy
1
Ozturk, Serda Selin
1
Peiris, Shelton
1
Phillip, Andrew
1
Poon, Aubrey
1
Shang, Yuhuang
1
Shen, Yifan
1
Shin, Minchul
1
Xu, Zheng
1
Zhang, Boyuan
1
Zhong, Molin
1
Österholm, Pär
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Economics letters
Journal of econometrics
34
Quantitative finance
29
Quantitative Finance
24
Journal of economic dynamics & control
22
Working Paper
21
International journal of theoretical and applied finance
18
Physica A: Statistical Mechanics and its Applications
18
Tinbergen Institute Discussion Papers
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper
16
Discussion paper / Tinbergen Institute
15
Energy economics
15
Finance and Stochastics
15
Economic modelling
14
Journal of banking & finance
14
Economics Papers / Economics Group, Nuffield College, University of Oxford
13
Finance research letters
13
Insurance / Mathematics & economics
12
Review of Derivatives Research
12
Computational economics
11
Economics Series Working Papers / Department of Economics, Oxford University
11
International journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of futures markets
11
Annals of Finance
10
Annals of finance
10
Tinbergen Institute Discussion Paper
10
Finance and stochastics
9
International Journal of Theoretical and Applied Finance (IJTAF)
9
European journal of operational research : EJOR
8
Journal of Econometrics
8
Review of derivatives research
8
Asia-Pacific Financial Markets
7
Computational Statistics & Data Analysis
7
International review of financial analysis
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Working Papers / School of Economics and Finance, Queen Mary
7
CREATES Research Papers
6
Department of Economics working paper
6
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1
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
2
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
3
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
4
Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
Saved in:
5
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
6
A new look at Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Economics letters
163
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
Saved in:
7
Volatility
and return jumps in bitcoin
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
Economics letters
173
(
2018
),
pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
Saved in:
8
Measuring international uncertainty : the case of Korea
Shin, Minchul
;
Zhang, Boyuan
;
Zhong, Molin
;
Lee, Dong Jin
- In:
Economics letters
162
(
2018
),
pp. 22-26
Persistent link: https://www.econbiz.de/10011939729
Saved in:
9
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic
volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
10
Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Huber, Florian
- In:
Economics letters
150
(
2017
),
pp. 48-52
Persistent link: https://www.econbiz.de/10011762629
Saved in:
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