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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / School of Economics and Finance, Queen Mary"
~subject:"Business cycle"
~subject:"Stochastic volatility"
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Business cycle
Stochastic volatility
Volatility
37
Volatilität
37
Stochastic process
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Stochastischer Prozess
35
Estimation
17
Schätzung
17
Theorie
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Theory
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English
32
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Mumtaz, Haroon
5
Kapetanios, George
2
Li, Shaoyu
2
Theodoridis, Konstantinos
2
Tzavalis, Elias
2
Alessandri, Piergiorgio
1
Almeida, Caio
1
Bertsche, Dominik
1
Bian, Zhicun
1
Bianchi, Daniele
1
Braun, Robin
1
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1
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1
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1
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1
Chen, Naiwei
1
Chen, Ting-Fu
1
Ching-Wai (Jeremy) Chiu
1
Chiu, Hsin-Yu
1
Cipollini, Andrea
1
Clark, Todd E.
1
Creal, Drew
1
Demircan, Hamza
1
Fan, Jianqing
1
Feldkircher, Martin
1
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Gong, Xiaoli
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Huber, Florian
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Hurn, Stan
1
Ignatieva, Ekaterina
1
Kalli, Maria
1
Kim, Jeong-Hoon
1
Kim, See-Woo
1
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School of Economics and Finance, Queen Mary
7
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / School of Economics and Finance, Queen Mary
Journal of econometrics
34
Quantitative finance
29
Quantitative Finance
24
Journal of economic dynamics & control
23
Working Paper
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Working paper
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International journal of theoretical and applied finance
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Physica A: Statistical Mechanics and its Applications
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Review of Derivatives Research
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Economics Series Working Papers / Department of Economics, Oxford University
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International journal of forecasting
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The journal of futures markets
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Annals of Finance
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Tinbergen Institute Discussion Paper
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Annals of finance
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Finance and stochastics
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International Journal of Theoretical and Applied Finance (IJTAF)
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European journal of operational research : EJOR
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CAMA working paper series
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ECONIS (ZBW)
29
RePEc
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1
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Is there one safe-haven for various turbulences? : the evidence from gold, Bitcoin and Ether
Będowska-Sójka, Barbara
;
Kliber, Agata
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012821881
Saved in:
7
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
8
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
9
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
10
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
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