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Stochastic Volatility
6
Stochastic process
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Stochastischer Prozess
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Volatilität
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Macroeconomic dynamics
International journal of theoretical and applied finance
42
Tinbergen Institute Discussion Papers
40
Working Paper
40
CREATES Research Papers
39
International Journal of Theoretical and Applied Finance (IJTAF)
38
Journal of econometrics
34
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Quantitative finance
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Journal of economic dynamics & control
24
Quantitative Finance
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Finance and Stochastics
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Applied Mathematical Finance
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Economics Series Working Papers / Department of Economics, Oxford University
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Applied mathematical finance
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CAMA working paper series
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Physica A: Statistical Mechanics and its Applications
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Research Paper Series / Finance Discipline Group, Business School
18
ECB Working Paper
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Economics Papers / Economics Group, Nuffield College, University of Oxford
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CEPR Discussion Papers
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The journal of computational finance
16
The journal of futures markets
16
Energy economics
15
Finance research letters
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CIRANO Working Papers
14
Economic modelling
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Economics letters
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Journal of banking & finance
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Review of Derivatives Research
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SFB 649 Discussion Papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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SFB 649 Discussion Paper
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Insurance / Mathematics & economics
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Journal of Risk and Financial Management
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1
The time-varying and volatile macroeconomic effects of immigration
Li, Huachen
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10014247349
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2
"Wait and see" or "fear of floating"?
Lei, Xiaowen
;
Lu, Dong
;
Kasa, Kenneth
- In:
Macroeconomic dynamics
26
(
2022
)
4
,
pp. 833-884
Persistent link: https://www.econbiz.de/10013270219
Saved in:
3
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
4
Implementing stochastic volatility in DSGE models : a comment
Bretscher, Lorenzo
;
Hsu, Alex
;
Tamoni, Andrea
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 935-950
Persistent link: https://www.econbiz.de/10012241039
Saved in:
5
International synchronization and changes in long-term inflation uncertainty
Henzel, Steffen
;
Wieland, Elisabeth
- In:
Macroeconomic dynamics
21
(
2017
)
4
,
pp. 918-946
Persistent link: https://www.econbiz.de/10011805416
Saved in:
6
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
7
Business cycles and financial crises : the roles of credit supply and demand shocks
Nason, James Michael
;
Tallman, Ellis W.
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 836-882
Persistent link: https://www.econbiz.de/10011309203
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