//--> //--> //--> //-->
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:"Journal of economic dynamics & control"
~language:"eng"
~language:"hun"
~subject:"Arbeitsmarkt"
~subject:"Kapitaleinkommen"
~subject:"Stochastic volatility"
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:"volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Arbeitsmarkt
Kapitaleinkommen
Stochastic volatility
Volatility
147
Volatilität
147
Theorie
77
Theory
77
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
Estimation
34
Schätzung
34
Business cycle
27
Konjunktur
27
Börsenkurs
24
Share price
24
CAPM
20
Arbeitsmobilität
19
Labour mobility
19
Capital income
18
Portfolio selection
18
Portfolio-Management
18
Schock
18
Shock
18
Time series analysis
17
Zeitreihenanalyse
17
Forecasting model
15
Prognoseverfahren
15
Geldpolitik
14
Monetary policy
14
Risk
13
ARCH model
12
ARCH-Modell
12
Risiko
12
Aktienmarkt
11
Option trading
11
Optionsgeschäft
11
Stock market
11
Financial crisis
10
Financial market
10
more ...
less ...
Online availability
All
Undetermined
30
Free
1
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Language
All
English
Hungarian
Author
All
Kalev, Petko S.
2
Leippold, Markus
2
Rodrigues, Paulo Jorge Maurício
2
Amir Ahmadi, Pooyan
1
Bacry, E.
1
Bali, Turan G.
1
Berger, Tino
1
Bernales, Alejandro
1
Bidarkota, Prasad V.
1
Bognanni, Mark
1
Branger, Nicole
1
Bu, Di
1
Campolmi, Alessia
1
Chan, Joshua
1
Chang, Chien-hung
1
Chen, Louisa
1
Chen, Zheng
1
Cheng, Jun
1
Chiarella, Carl
1
Choi, Jaehyuk
1
Chorro, Christophe
1
Chu, Yinxiao
1
Chugh, Sanjay K.
1
Costain, James
1
Cui, Zhenyu
1
Dai, Min
1
De Luigi, Clara
1
Dendramis, Yiannis
1
Dupoyet, Brice V.
1
Escobar, Marcos
1
Everaert, Gerdie
1
Faberman, R. Jason
1
Faia, Ester
1
Fan, Minyou
1
Ferrando, Sebastian
1
Frazier, David T.
1
Ftiti, Zied
1
He, Yunhao
1
Huber, Florian
1
Huber, Jürgen
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Finance research letters
168
International review of financial analysis
134
Journal of banking & finance
125
International review of economics & finance : IREF
112
Journal of empirical finance
110
NBER working paper series
106
The North American journal of economics and finance : a journal of financial economics studies
106
Energy economics
104
Journal of econometrics
97
Discussion paper series / IZA
94
Economic modelling
87
Applied economics
86
Journal of financial economics
86
Working paper / National Bureau of Economic Research, Inc.
85
NBER Working Paper
84
Research in international business and finance
80
Applied financial economics
78
Working paper
71
Applied economics letters
70
Journal of international financial markets, institutions & money
69
Pacific-Basin finance journal
65
International journal of forecasting
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Journal of risk and financial management : JRFM
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Economics letters
55
Discussion paper / Centre for Economic Policy Research
48
Discussion paper / Tinbergen Institute
48
Quantitative finance
48
The European journal of finance
47
CESifo working papers
46
IZA Discussion Paper
46
The journal of futures markets
43
Journal of forecasting
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
Journal of international money and finance
38
Review of quantitative finance and accounting
38
Journal of financial markets
35
Investment management and financial innovations
34
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Momentum and the cross-section of stock
volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
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
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:
6
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:
7
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
8
High-frequency
volatility
modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
9
Short selling, divergence of opinion and
volatility
in the corporate bond market
Huu Nhan Duong
;
Kalev, Petko S.
;
Tian, Xiao
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014249730
Saved in:
10
Level and slope of
volatility
smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->