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~isPartOf:"Journal of banking & finance"
~subject:"Aufsatzsammlung"
~subject:"Volatilität"
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Aufsatzsammlung
Volatilität
Stochastic process
157
Stochastischer Prozess
157
Theorie
82
Theory
82
Volatility
79
Estimation
45
Schätzung
45
Time series analysis
37
Zeitreihenanalyse
37
Option pricing theory
35
Optionspreistheorie
35
Estimation theory
23
Schätztheorie
23
Portfolio selection
20
Portfolio-Management
20
Capital income
18
Kapitaleinkommen
18
Stochastic volatility
17
Bayes-Statistik
16
Bayesian inference
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Multivariate Analyse
14
Multivariate analysis
14
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12
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12
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12
Derivat
12
Derivative
12
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12
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12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
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10
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10
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10
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10
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79
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1
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1
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1
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English
79
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McAleer, Michael
7
Asai, Manabu
5
Alexander, Carol
2
Baldeaux, Jan
2
Branger, Nicole
2
Chan, Joshua
2
Gouriéroux, Christian
2
Kaeck, Andreas
2
Kirby, Chris
2
Koopman, Siem Jan
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Platen, Eckhard
2
Yu, Jun
2
Alghalith, Moawia
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Barro, Diana
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Bregantini, Daniele
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Zongwu
1
Caldana, Ruggero
1
Caporin, Massimiliano
1
Casassus, Jaime
1
Cavaliere, Giuseppe
1
Chan, David
1
Chang, Charles
1
Chaussé, Pierre
1
Chavez-Demoulin, Valerie
1
Chen, Qiang
1
Christoffersen, Peter F.
1
Collin-Dufresne, Pierre
1
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Econometric reviews
Journal of banking & finance
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
European journal of operational research : EJOR
39
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
20
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
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ECONIS (ZBW)
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1
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
2
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
3
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
4
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
5
Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
Saved in:
6
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
Saved in:
7
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
8
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
9
Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
Saved in:
10
A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
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