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~person:"Alanya, Willy"
~person:"Zerilli, Paola"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Share price"
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Search: subject:"Stochastic Volatility"
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Börsenkurs
Kapitaleinkommen
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Stochastic process
7
Stochastischer Prozess
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Volatility
7
Volatilität
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ARCH model
6
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Capital income
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Stochastic volatility model
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Theorie
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stochastic volatility
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Aktienmarkt
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Stochastic volatility
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Alanya, Willy
Zerilli, Paola
McAleer, Michael
10
Tauchen, George Eugene
10
Asai, Manabu
8
Todorov, Viktor
8
Koopman, Siem Jan
6
Li, Jia
6
Omori, Yasuhiro
5
Ravazzolo, Francesco
5
Rodriguez, Gabriel
5
Chang, Chia-Lin
4
Forbes, Catherine Scipione
4
Gupta, Rangan
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Yamauchi, Yuta
4
Baum, Christopher F.
3
Bollerslev, Tim
3
Caporin, Massimiliano
3
Chen, Liyuan
3
Gefang, Deborah
3
Guidolin, Massimo
3
Huang, Jing-Zhi
3
Ignatieva, Ekaterina
3
Koop, Gary
3
Li, Yong
3
Mandal, Anandadeep
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Nakajima, Jouchi
3
Poon, Aubrey
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Poshakwale, Sunil S.
3
Witzany, Jiří
3
Xu, Li
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Ahsan, Nazmul
2
Allen, David E.
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Andersen, Torben
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Baldeaux, Jan
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Bates, David S.
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Bekierman, Jeremias
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Energy economics
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Boston College working papers in economics
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Journal of emerging market finance
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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1
Leverage effects and
stochastic
volatility
in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
2
Stochastic
volatility
, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
Saved in:
3
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
4
Leverage effects and
stochastic
volatility
in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
5
Stochastic
volatility
in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
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