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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"hun"
~subject:"Arbeitsmarkt"
~subject:"Stochastic volatility"
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Arbeitsmarkt
Stochastic volatility
Volatility
297
Volatilität
297
Theorie
151
Theory
151
Stochastic process
101
Stochastischer Prozess
101
Estimation
97
Schätzung
97
Time series analysis
72
Zeitreihenanalyse
72
Capital income
61
Kapitaleinkommen
61
Börsenkurs
57
Share price
57
Forecasting model
48
Prognoseverfahren
48
Option pricing theory
47
Optionspreistheorie
47
Estimation theory
45
Schätztheorie
45
ARCH model
41
ARCH-Modell
41
USA
41
United States
41
Business cycle
33
Konjunktur
33
Bayesian inference
29
Bayes-Statistik
28
CAPM
27
Arbeitsmobilität
25
Labour mobility
25
Markov chain
25
Markov-Kette
25
Portfolio selection
24
Portfolio-Management
24
Schock
22
Shock
22
Aktienmarkt
21
Correlation
21
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1
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English
Hungarian
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Chan, Joshua
2
Huber, Florian
2
Mumtaz, Haroon
2
Rodrigues, Paulo Jorge Maurício
2
Abowd, John M.
1
Almeida, Caio
1
Amir Ahmadi, Pooyan
1
Berger, Tino
1
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1
Bianchi, Daniele
1
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1
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1
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1
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1
Bu, Di
1
Campolmi, Alessia
1
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1
Chang, Chien-hung
1
Chen, Zheng
1
Cheng, Jun
1
Chiarella, Carl
1
Choi, Jaehyuk
1
Chu, Yinxiao
1
Chugh, Sanjay K.
1
Clark, Todd E.
1
Costain, James
1
Creal, Drew
1
Cui, Zhenyu
1
Dai, Min
1
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1
Demircan, Hamza
1
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1
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1
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1
Faberman, R. Jason
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1
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1
Fan, Jianqing
1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of economic dynamics & control
Discussion paper series / IZA
94
IZA Discussion Paper
46
Journal of econometrics
36
Working paper
36
NBER working paper series
33
Labour economics : official journal of the European Association of Labour Economists
32
Quantitative finance
29
Discussion paper / Centre for Economic Policy Research
28
NBER Working Paper
28
CESifo working papers
23
Discussion paper / Tinbergen Institute
21
Working paper / National Bureau of Economic Research, Inc.
21
OECD Employment and Labour Market Statistics
20
Working Paper
20
Economics letters
19
Economic modelling
18
International journal of theoretical and applied finance
18
Energy economics
16
Journal of banking & finance
14
Computational economics
13
Finance research letters
13
Discussion paper
12
Insurance / Mathematics & economics
12
Working papers / Federal Reserve Bank of Philadelphia, Research Department
12
International journal of forecasting
11
Journal of macroeconomics
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of futures markets
11
Tinbergen Institute Discussion Paper
11
Annals of finance
10
Applied economics
10
Discussion papers / CEPR
10
European economic review : EER
10
Homeownership and the labour market in Europe
10
Applied economics letters
9
Finance and economics discussion series
9
Finance and stochastics
9
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
9
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ECONIS (ZBW)
48
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1
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48
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date (oldest first)
1
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
2
Labor market dynamics with sorting
Schulz, Bastian
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014532134
Saved in:
3
Fast and accurate variational inference for large Bayesian VARs with stochastic
volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
4
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
5
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
6
The equivalent constant-elasticity-of-variance (CEV)
volatility
of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
7
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic
volatility
model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
8
Identification of structural vector autoregressions by stochastic
volatility
Bertsche, Dominik
;
Braun, Robin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 328-341
Persistent link: https://www.econbiz.de/10012804115
Saved in:
9
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
10
Multivariate stochastic
volatility
model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
Saved in:
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