//--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Huang, Yu-Fan"
~person:"Nakajima, Jouchi"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
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:"Stochastic Volatility"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Kapitaleinkommen
Stochastic process
Theorie
Markov chain
2
Markov-Kette
2
Stochastischer Prozess
2
Theory
2
Volatility
2
Volatilität
2
stochastic volatility
2
Bayes-Statistik
1
Bayesian MCMC
1
Bayesian inference
1
Capital income
1
Estimation
1
Exchange rate
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Schätzung
1
State space model
1
Statistical distribution
1
Statistische Verteilung
1
Time series analysis
1
Value-at-Risk
1
Wechselkurs
1
Zeitreihenanalyse
1
Zustandsraummodell
1
exchange rate return
1
generalized hyperbolic skew Student’s t-distribution
1
regime-switching skewness
1
state space
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Huang, Yu-Fan
Nakajima, Jouchi
Andreasen, Martin Møller
1
Barnett, William A.
1
Bekierman, Jeremias
1
Bäurle, Gregor
1
Chan, Jennifer S. K.
1
Ftiti, Zied
1
Gribisch, Bastian
1
Jawadi, Fredj
1
Kaufmann, Daniel
1
Kaufmann, Sylvia
1
Lee, Kyungsub
1
Martínez-García, Enrique
1
Nguyen, Anh D. M.
1
Pajor, Anna
1
Pavlidis, Efthymios G.
1
Peel, David
1
Peiris, Shelton
1
Phillip, Andrew
1
Popiel, Michal Ksawery
1
Schäfers, Torben
1
Strachan, Rodney W.
1
Teng, Long
1
Wróblewska, Justyna
1
Wu, Xin-Yu
1
Zabczyk, Pawel
1
Zhang, Jin E.
1
Zhen, Fang
1
Zhou, Hai-Lin
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Econometric reviews
1
International journal of forecasting
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An effcient exact Bayesian method for state space models with
stochastic
volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
Saved in:
2
Stochastic
volatility
model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->