//--> //--> //--> //-->
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:"Stochastic volatility"
~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:"volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Arbeitsmarkt
Stochastic volatility
Time series analysis
Volatility
146
Volatilität
146
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
Schock
18
Shock
18
Capital income
17
Kapitaleinkommen
17
Portfolio selection
17
Portfolio-Management
17
Zeitreihenanalyse
17
Forecasting model
14
Geldpolitik
14
Monetary policy
14
Prognoseverfahren
14
Risk
13
ARCH model
12
ARCH-Modell
12
Risiko
12
Option trading
11
Optionsgeschäft
11
Aktienmarkt
10
Financial crisis
10
Financial market
10
Finanzkrise
10
more ...
less ...
Online availability
All
Undetermined
27
Free
1
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
Hungarian
Author
All
Rodrigues, Paulo Jorge Maurício
2
Amir Ahmadi, Pooyan
1
Berger, Tino
1
Bianchi, Daniele
1
Bognanni, Mark
1
Branger, Nicole
1
Bu, Di
1
Campolmi, Alessia
1
Chan, Joshua
1
Chang, Chien-hung
1
Chauvet, Marcelle
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
Enders, Walter
1
Escobar, Marcos
1
Everaert, Gerdie
1
Faberman, R. Jason
1
Faia, Ester
1
Fałdziński, Marcin
1
Ferrando, Sebastian
1
Fiszeder, Piotr
1
Hautsch, Nikolaus
1
Hong, Yongmiao
1
Huber, Florian
1
Ibraimi, Meriton
1
Ielpo, Florian
1
Kaeck, Andreas
1
Kaizoji, Taisei
1
Kalev, Petko S.
1
Kapetanios, George
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Journal of econometrics
123
Discussion paper series / IZA
94
Discussion paper / Tinbergen Institute
91
Energy economics
82
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
International journal of forecasting
64
Working paper
55
Journal of empirical finance
54
Quantitative finance
52
Economics letters
51
Finance research letters
51
IZA Discussion Paper
46
Applied economics
43
NBER working paper series
42
The North American journal of economics and finance : a journal of financial economics studies
42
CESifo working papers
38
NBER Working Paper
37
Econometric reviews
36
Journal of banking & finance
36
International review of economics & finance : IREF
34
International review of financial analysis
34
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Discussion paper / Centre for Economic Policy Research
32
Labour economics : official journal of the European Association of Labour Economists
32
Computational economics
31
Working paper / National Bureau of Economic Research, Inc.
30
Journal of financial econometrics
27
CREATES research paper
26
International journal of theoretical and applied finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
24
Applied economics letters
23
SFB 649 discussion paper
23
Research in international business and finance
22
OECD Employment and Labour Market Statistics
20
Working Paper
20
Journal of financial economics
19
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
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
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:
4
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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
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:
10
Sequential Bayesian inference for vector autoregressions with stochastic
volatility
Bognanni, Mark
;
Zito, John
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->