//--> //--> //--> //-->
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:"Economic modelling"
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
A generalised stochastic volat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,669
Theory
1,669
Volatility
341
Volatilität
339
Estimation
334
Schätzung
334
Geldpolitik
203
Monetary policy
203
VAR model
194
VAR-Modell
194
Time series analysis
158
Zeitreihenanalyse
158
Welt
146
World
146
Börsenkurs
142
Share price
142
Schock
135
Shock
135
Forecasting model
128
Prognoseverfahren
128
Economic growth
125
ARCH model
122
ARCH-Modell
122
Wirtschaftswachstum
120
General equilibrium
111
Allgemeines Gleichgewicht
110
Endogenes Wachstumsmodell
108
Endogenous growth model
108
Aktienmarkt
104
Stock market
104
Risiko
102
Risk
102
United States
102
USA
101
Business cycle
96
Capital income
96
Kapitaleinkommen
96
Konjunktur
96
Portfolio selection
96
Portfolio-Management
96
more ...
less ...
Online availability
All
Undetermined
1,005
Free
14
Type of publication
All
Article
2,104
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
2,107
Aufsatz in Zeitschrift
2,107
Conference paper
14
Konferenzbeitrag
14
Collection of articles of several authors
7
Sammelwerk
7
Conference proceedings
2
Konferenzschrift
2
more ...
less ...
Language
All
English
2,107
Author
All
Afonso, Oscar
11
Anwar, Sajid
8
Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
Ma, Feng
8
Yang, Chunpeng
8
Caporale, Guglielmo Maria
7
Yoon, Gawon
7
Chevallier, Julien
6
Gupta, Rangan
6
Hall, Stephen G.
6
Hertel, Thomas W.
6
Minford, Patrick
6
Pisani, Massimiliano
6
Prigent, Jean-Luc
6
Zhang, Yaojie
6
Arouri, Mohamed
5
Balcilar, Mehmet
5
Gil-Alaña, Luis A.
5
Gupta, Manash Ranjan
5
Hur, Joonyoung
5
Jawadi, Fredj
5
Lahiri, Radhika
5
Li, Bin
5
Marjit, Sugata
5
Nijkamp, Peter
5
Sarkar, Biswajit
5
Semmler, Willi
5
Siu, Tak Kuen
5
Spyromitros, Eleftherios
5
Su, Jen-je
5
Tamai, Toshiki
5
Todorova, Neda
5
Yao, Haixiang
5
Zhang, Wei
5
Zhang, Wei-guo
5
Zhou, Yu
5
Beladi, Hamid
4
Bucci, Alberto
4
Butter, Frank A. G. den
4
more ...
less ...
Institution
All
International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
1
Published in...
All
Economic modelling
NBER working paper series
7,269
Working paper / National Bureau of Economic Research, Inc.
6,875
NBER Working Paper
6,585
Economics letters
5,678
European journal of operational research : EJOR
5,217
Discussion paper / Centre for Economic Policy Research
4,753
CESifo working papers
3,874
Working paper
3,155
Journal of economic theory
2,923
Journal of economic dynamics & control
2,605
Discussion paper / Tinbergen Institute
2,542
The American economic review
2,405
Computers & operations research : and their applications to problems of world concern ; an international journal
2,373
Discussion paper series / IZA
2,300
Journal of economic behavior & organization : JEBO
2,260
Europäische Hochschulschriften / 5
2,174
Applied economics
2,044
European economic review : EER
2,035
International journal of production research
1,993
CESifo Working Paper
1,978
Journal of econometrics
1,962
Discussion paper
1,912
Games and economic behavior
1,878
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,828
The economic journal : the journal of the Royal Economic Society
1,818
SpringerLink / Bücher
1,795
Journal of public economics
1,782
Energy economics
1,731
Journal of banking & finance
1,703
CESifo Working Paper Series
1,683
Discussion paper / Center for Economic Research, Tilburg University
1,675
IMF working papers
1,668
Management science : journal of the Institute for Operations Research and the Management Sciences
1,565
IZA Discussion Paper
1,537
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,534
Journal of monetary economics
1,511
Discussion papers / CEPR
1,434
Public choice
1,398
Applied economics letters
1,384
more ...
less ...
Source
All
ECONIS (ZBW)
2,107
Showing
1
-
10
of
2,107
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An oversimplified inquiry into the sources of exchange rate variability
Kempa, Bernd
- In:
Economic modelling
22
(
2005
)
3
,
pp. 439-458
Persistent link: https://www.econbiz.de/10002770059
Saved in:
2
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
Saved in:
3
Breaks or long range dependence in the energy futures
volatility
: out-of-sample forecasting and
VaR
analysis
Charfeddine, Lanouar
- In:
Economic modelling
53
(
2016
),
pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
Saved in:
4
The effect of inflation uncertainty on inflation : stochastic
volatility
in mean model within a dynamic framework
Berument, Hakan
;
Yalcin, Yeliz
;
Yildirim, Julide
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1201-1207
Persistent link: https://www.econbiz.de/10003923524
Saved in:
5
Testing for a unit root in the presence of stochastic
volatility
and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
Saved in:
6
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
7
Testing
volatility
persistence on Markov switching stochastic
volatility
models
Pan, Qi
;
Li, Yong
- In:
Economic modelling
35
(
2013
),
pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
Saved in:
8
On the stochastic elasticity of variance diffusions
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Lee, Jungwoo
;
Choi, Sun-Yong
- In:
Economic modelling
51
(
2015
),
pp. 263-268
Persistent link: https://www.econbiz.de/10011475989
Saved in:
9
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.
;
Martínez-García, Enrique
;
Zeng, Zheng
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
Saved in:
10
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->