//--> //--> //--> //-->
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"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Volatilität"
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
Statistical distribution
Stochastic process
Theorie
Volatilität
Volatility
15
Stochastischer Prozess
14
stochastic volatility
14
Theory
11
Estimation
9
Schätzung
9
Time series analysis
5
Zeitreihenanalyse
5
Bayes-Statistik
4
Bayesian inference
4
Capital income
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
ARCH model
3
ARCH-Modell
3
Markov chain
3
Markov-Kette
3
Statistische Verteilung
3
Bruttoinlandsprodukt
2
Business cycle
2
CAPM
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Estimation theory
2
Geldpolitik
2
Gross domestic product
2
Konjunktur
2
Monetary policy
2
Option pricing theory
2
Optionspreistheorie
2
Risiko
2
Risk
2
Sampling
2
Schätztheorie
2
State space model
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
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
Huang, Yu-Fan
1
Jawadi, Fredj
1
Kaufmann, Daniel
1
Kaufmann, Sylvia
1
Lee, Kyungsub
1
Martínez-García, Enrique
1
Mlikota, Marko
1
Nakajima, Jouchi
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
Schorfheide, Frank
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
International journal of theoretical and applied finance
65
Journal of econometrics
44
Quantitative finance
40
Discussion paper / Tinbergen Institute
39
Journal of economic dynamics & control
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Applied mathematical finance
22
CAMA working paper series
22
Finance research letters
22
Working paper
22
Energy economics
21
Journal of banking & finance
20
Computational economics
19
The journal of computational finance
19
European journal of operational research : EJOR
18
Economics letters
17
Tinbergen Institute Discussion Paper
17
Journal of mathematical finance
16
Journal of risk and financial management : JRFM
16
The North American journal of economics and finance : a journal of financial economics studies
16
Insurance / Mathematics & economics
15
Risks : open access journal
15
Economic modelling
14
Finance and stochastics
14
International journal of financial engineering
14
International journal of forecasting
14
The journal of futures markets
14
Discussion papers / CEPR
12
Econometric reviews
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Annals of finance
11
Applied economics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Review of derivatives research
11
Documento de trabajo
10
Econometrics : open access journal
9
International review of economics & finance : IREF
9
International review of financial analysis
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
2
Asymmetry in
stochastic
volatility
models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
3
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:
4
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
5
Dissecting skewness under affine jump-diffusions
Zhen, Fang
;
Zhang, Jin E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
Saved in:
6
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
7
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
8
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
9
Modeling time-variation over the business cycle (1960-2017) : an international perspective
Martínez-García, Enrique
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011966119
Saved in:
10
Bayesian estimation of Gegenbauer long memory processes with
stochastic
volatility
: methods and applications
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011897536
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->