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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
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stochastic volatility
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of theoretical and applied finance
65
Journal of econometrics
43
Quantitative finance
39
Discussion paper / Tinbergen Institute
35
Journal of economic dynamics & control
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Applied mathematical finance
21
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21
CAMA working paper series
20
Computational economics
19
Journal of banking & finance
19
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18
European journal of operational research : EJOR
18
Finance research letters
18
The journal of computational finance
17
Journal of mathematical finance
16
Economics letters
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
International journal of financial engineering
14
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
Tinbergen Institute Discussion Paper
14
Finance and stochastics
13
International journal of forecasting
13
The journal of futures markets
13
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12
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12
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11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
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10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Review of derivatives research
10
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9
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9
International review of economics & finance : IREF
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Econometrics : open access journal
8
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
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