//--> //--> //-->
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:"Energy economics"
~person:"Manh Tien Bui"
~person:"Wong, Patrick"
~subject:"ARCH model"
~subject:"Markov Chain Monte Carlo"
~subject:"Time series analysis"
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_exact:"Stochastic process"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Markov Chain Monte Carlo
Time series analysis
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
ARCH-Modell
1
Affine jump-diffusion models
1
COVID-19 pandemic
1
Coronavirus
1
Estimation
1
High frequency data
1
Markov chain
1
Markov-Kette
1
Model specification
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Oil price
1
Option pricing theory
1
Optionspreistheorie
1
Realized crude oil price volatility
1
Schätzung
1
Stochastic volatility
1
Time-varying parameter vector autoregression model with stochastic volatility (TVP-VAR-SV)
1
VAR model
1
VAR-Modell
1
VIX
1
Welt
1
West Texas intermediate (WTI)
1
World
1
Zeitreihenanalyse
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Manh Tien Bui
Wong, Patrick
Baum, Christopher F.
3
Benth, Fred Espen
3
Zerilli, Paola
3
Chen, Liyuan
2
Abrell, Jan
1
Ausín, M. Concepción
1
Boubaker, Sabri
1
Bourghelle, David
1
Chan, Joshua
1
Che Mohd Imran Che Taib
1
Cheffou, Abdoulkarim Idi
1
Cho, Hoon
1
Chun, Dohyun
1
DiLellio, James A.
1
Dyer, James S.
1
Fernández González, Paula
1
Galeano, Pedro
1
García Mirantes, Andrés
1
Gonzalez, Jhonny
1
Grant, Angelia L.
1
Hahn, Warren J.
1
Ignatieva, Ekaterina
1
Jawadi, Fredj
1
Kim, Jihun
1
Klüppelberg, Claudia
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Landajo, Manuel
1
Mason, Charles F.
1
Moriarty, John
1
Müller, Gernot
1
Neumann, Anne
1
Palczewski, Jan
1
Park, Donghyun
1
Población, Javier
1
Presno, María José
1
Rozin, Philippe
1
Schrader, Simon Elias
1
Serna, Gregorio
1
more ...
less ...
Published in...
All
Energy economics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->