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~subject:"Business cycle"
~subject:"Shock"
~subject:"Stochastic volatility"
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Business cycle
Shock
Stochastic volatility
Volatilität
1,283
Volatility
1,242
Stochastischer Prozess
1,151
Stochastic process
1,119
stochastic volatility
960
Optionspreistheorie
516
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512
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509
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478
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440
Estimation
435
Zeitreihenanalyse
261
Bayesian inference
250
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250
Bayes-Statistik
238
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211
Stochastic Volatility
205
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202
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192
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185
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182
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160
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145
Markov chain
144
Stochastische Volatilität
143
Markov-Kette
140
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136
Capital income
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Schätztheorie
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Estimation theory
130
Börsenkurs
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Mumtaz, Haroon
34
Clark, Todd E.
31
McAleer, Michael
30
Koopman, Siem Jan
26
Shephard, Neil
24
Barndorff-Nielsen, Ole E.
20
Carriero, Andrea
20
Huber, Florian
19
Karlsson, Sune
18
Marcellino, Massimiliano
18
Asai, Manabu
17
Shin, Minchul
14
Theodoridis, Konstantinos
14
Bos, Charles S.
13
Mertens, Elmar
13
Österholm, Pär
13
Chang, Chia-Lin
12
Ravazzolo, Francesco
12
Rodriguez, Gabriel
12
Chiarella, Carl
11
Todorov, Viktor
10
Chan, Joshua
9
Escobar, Marcos
9
Fernández-Villaverde, Jesús
9
Nakajima, Jouchi
9
Aastveit, Knut Are
8
Branger, Nicole
8
Guidolin, Massimo
8
McCracken, Michael W.
8
Peiris, Shelton
8
Alòs, Elisa
7
Diebold, Francis X.
7
Gupta, Rangan
7
Li, Yong
7
Nguyen, Hoang
7
Omori, Yasuhiro
7
Poon, Aubrey
7
Schorfheide, Frank
7
Crespo Cuaresma, Jesús
6
Cross, Jamie
6
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Economics Group, Nuffield College, University of Oxford
13
Department of Economics, Oxford University
11
Tinbergen Instituut
9
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8
School of Economics and Finance, Queen Mary
7
School of Economics and Management, University of Aarhus
6
C.E.P.R. Discussion Papers
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Norges Bank
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Department of Econometrics and Business Statistics, Monash Business School
3
Department of Economics, University of Pennsylvania
3
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
3
HAL
3
Institute for Monetary and Economic Studies, Bank of Japan
3
Institute of Economic Research, Hitotsubashi University
3
Department of Economics and Finance, College of Business and Economics
2
Dipartimento di Scienze Economiche, Facoltà di Economia
2
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
2
EconWPA
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
London School of Economics (LSE)
2
National Bureau of Economic Research
2
School of Economics and Political Science, Universität St. Gallen
2
Society for Computational Economics - SCE
2
BBVA Research, Grupo BBVA
1
Bank of England
1
Banque de France
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen
1
Crawford School of Public Policy, Australian National University
1
Departamento de Economía, Universidad Carlos III de Madrid
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics, Poole College of Management
1
Duke University, Department of Economics
1
Département de Sciences Économiques, Université de Montréal
1
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
1
Econometric Society
1
Economics Department, Queen's University
1
Erasmus University Rotterdam, Econometric Institute
1
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Journal of econometrics
34
Quantitative finance
29
Journal of economic dynamics & control
24
Quantitative Finance
24
Working Paper
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Working paper
20
International journal of theoretical and applied finance
18
Physica A: Statistical Mechanics and its Applications
18
Tinbergen Institute Discussion Papers
17
Discussion paper / Tinbergen Institute
15
Economics letters
15
Energy economics
15
Finance and Stochastics
15
Finance research letters
15
Economic modelling
14
Journal of banking & finance
14
Economics Papers / Economics Group, Nuffield College, University of Oxford
13
Insurance / Mathematics & economics
12
International journal of forecasting
12
Review of Derivatives Research
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
Economics Series Working Papers / Department of Economics, Oxford University
11
The journal of futures markets
11
Annals of Finance
10
Annals of finance
10
Tinbergen Institute Discussion Paper
10
Finance and stochastics
9
International Journal of Theoretical and Applied Finance (IJTAF)
9
CAMA working paper series
8
Department of Economics working paper
8
European journal of operational research : EJOR
8
Journal of Econometrics
8
Review of derivatives research
8
Asia-Pacific Financial Markets
7
Computational Statistics & Data Analysis
7
Federal Reserve Bank of Cleveland working paper series
7
International review of financial analysis
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
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ECONIS (ZBW)
688
RePEc
346
EconStor
45
Other ZBW resources
3
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1
Signal extraction by the extremum Monte Carlo method
Moussa, Karim
-
2024
Persistent link: https://www.econbiz.de/10014512213
Saved in:
2
Time-varying dynamics of the German business cycle : a comprehensive investigation
Reif, Magnus
-
2021
do so, I employ an open-economy time-varying parameter VAR with
stochastic
volatility
, which I estimate by quasi …
Persistent link: https://www.econbiz.de/10012607593
Saved in:
3
Time-varying dynamics of the german business cycle : a comprehensive investigation
Reif, Magnus
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
1
,
pp. 80-102
Persistent link: https://www.econbiz.de/10012818979
Saved in:
4
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
-
2019
vector autoregressive (GVAR) specification with drifting coefficients and factor
stochastic
volatility
in the errors to model …
Persistent link: https://www.econbiz.de/10012052678
Saved in:
5
US interest rates: Are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid time-varying parameter Bayesian VAR models with
stochastic
volatility
for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014551600
Saved in:
6
Robust control and CAPMs under a quadratic model with inflation-deflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549675
Saved in:
7
Orthogonal polynomial expansions for the valuation of options under the
stochastic
volatility
models with stochastic correlation
Tong, Kevin Z.
- In:
Journal of management science and engineering
9
(
2024
)
2
,
pp. 239-253
This work provides a new method for pricing options under the generalized
stochastic
volatility
models with Jacobi …
Persistent link: https://www.econbiz.de/10014632198
Saved in:
8
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor
stochastic
volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
9
US interest rates : are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid time-varying parameter Bayesian VAR models with
stochastic
volatility
for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014490330
Saved in:
10
Approximate option pricing under a two-factor Heston-Kou
stochastic
volatility
model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
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