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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"hun"
~subject:"Stochastic volatility"
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Search: subject:"volatility"
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Stochastic volatility
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
Time series analysis
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
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English
Hungarian
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Amir Ahmadi, Pooyan
1
Berger, Tino
1
Bognanni, Mark
1
Branger, Nicole
1
Bu, Di
1
Chan, Joshua
1
Chang, Chien-hung
1
Chen, Zheng
1
Cheng, Jun
1
Chiarella, Carl
1
Choi, Jaehyuk
1
Cui, Zhenyu
1
De Luigi, Clara
1
Dendramis, Yiannis
1
Escobar, Marcos
1
Everaert, Gerdie
1
Ferrando, Sebastian
1
Huber, Florian
1
Ibraimi, Meriton
1
Kalev, Petko S.
1
Kapetanios, George
1
Karlsson, Sune
1
Kim, Bara
1
Kim, Jerim
1
Kirkby, J. Lars
1
Larsen, Linda Sandris
1
Leippold, Markus
1
Li, Chenxu
1
Li, Danping
1
Lian, Guanghua
1
Liao, Yin
1
Lin, Yueh-neng
1
Lioui, Abraham
1
Malkhozov, Aytek
1
Matthes, Christian
1
Mazur, Stepan
1
Moon, Kyoung-sook
1
Munk, Claus
1
Nguyen, Duy
1
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Journal of economic dynamics & control
Journal of econometrics
34
Quantitative finance
29
Working Paper
20
International journal of theoretical and applied finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper
16
Discussion paper / Tinbergen Institute
15
Energy economics
15
Economic modelling
14
Economics letters
14
Journal of banking & finance
14
Finance research letters
13
Insurance / Mathematics & economics
12
Computational economics
11
International journal of forecasting
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
10
Annals of finance
9
Finance and stochastics
9
Economics Papers / Economics Group, Nuffield College, University of Oxford
8
European journal of operational research : EJOR
8
Review of derivatives research
8
International review of financial analysis
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
CREATES Research Papers
6
Department of Economics working paper
6
Econometric Institute research papers
6
Journal of financial economics
6
Asia-Pacific financial markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
Journal of empirical finance
5
Journal of macroeconomics
5
Review of quantitative finance and accounting
5
Asia-Pacific journal of financial studies
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Centre for Economic Policy Research
4
Econometric reviews
4
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ECONIS (ZBW)
22
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
8
Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
Saved in:
9
Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu
;
Ye, Yongxin
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012312643
Saved in:
10
Optimal portfolio allocation with
volatility
and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
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