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~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
102
Stochastischer Prozess
102
Theorie
53
Theory
53
Volatility
29
Time series analysis
20
Zeitreihenanalyse
20
Estimation theory
14
Schätztheorie
14
Estimation
13
Schätzung
13
Stochastic volatility
12
Risiko
9
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Dynamisches Gleichgewicht
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Shock
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Statistical test
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Statistischer Test
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Gupta, Rangan
3
Dimitrakopoulos, Stefanos
2
Andreasen, Martin Møller
1
Chaim, Pedro
1
Chan, Jennifer S. K.
1
Chang, Chia-Lin
1
Christou, Christina
1
Cipollini, Andrea
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Krämer, Walter
1
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1
Li, Yanglin
1
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1
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Palomino, Francisco
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Economics letters
International journal of theoretical and applied finance
135
Journal of econometrics
105
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
Econometric reviews
44
European journal of operational research : EJOR
41
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Annals of finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
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
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
21
Economic modelling
20
Journal of financial economics
19
Econometrics : open access journal
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NBER working paper series
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ECONIS (ZBW)
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1
A simple nonnegative process for equilibrium models
Hsu, Alex
;
Palomino, Francisco
- In:
Economics letters
132
(
2015
),
pp. 39-44
Persistent link: https://www.econbiz.de/10011431117
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2
News impact curve for stochastic volatility models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
- In:
Economics letters
120
(
2013
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10009760436
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3
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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4
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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5
Bipower variation with jumps and correlated returns
Duan, Yunpeng
;
Xue, Yi
- In:
Economics letters
125
(
2014
)
3
,
pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
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6
GARCH with omitted persistent covariate
Han, Heejoon
;
Park, Joon Y.
- In:
Economics letters
124
(
2014
)
2
,
pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
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7
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
;
Kapetanios, George
- In:
Economics letters
100
(
2008
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
Saved in:
8
Linear filtering for asymmetric stochastic volatility models
Kirby, Chris
- In:
Economics letters
92
(
2006
)
2
,
pp. 284-292
Persistent link: https://www.econbiz.de/10003360885
Saved in:
9
A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
Saved in:
10
Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
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