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~isPartOf:"Journal of econometrics"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
219
Stochastischer Prozess
219
Theorie
107
Theory
107
Volatility
104
Time series analysis
70
Zeitreihenanalyse
70
Estimation theory
62
Schätztheorie
62
Estimation
46
Schätzung
46
Stochastic volatility
30
ARCH model
27
ARCH-Modell
27
Statistical distribution
27
Statistische Verteilung
27
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Option pricing theory
26
Optionspreistheorie
26
Börsenkurs
25
Share price
25
Statistical test
23
Statistischer Test
23
Bayes-Statistik
21
Bayesian inference
21
Capital income
19
Kapitaleinkommen
19
Forecasting model
17
Prognoseverfahren
17
Bootstrap approach
16
Bootstrap-Verfahren
16
Einheitswurzeltest
14
Unit root test
14
Markov chain
13
Markov-Kette
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Nichtlineare Regression
12
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Aufsatz in Zeitschrift
104
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English
104
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Todorov, Viktor
11
Tauchen, George Eugene
8
McAleer, Michael
5
Asai, Manabu
4
Bollerslev, Tim
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Clark, Todd E.
3
Li, Jia
3
Marcellino, Massimiliano
3
Shephard, Neil G.
3
Xiu, Dacheng
3
Yu, Jun
3
Amengual, Dante
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chib, Siddhartha
2
Creal, Drew
2
Dufour, Jean-Marie
2
Francq, Christian
2
Gallant, A. Ronald
2
Grynkiv, Iaryna
2
Jensen, Mark J.
2
Kim, Donggyu
2
Maheu, John M.
2
Park, Joon Y.
2
Poon, Aubrey
2
Renault, Eric
2
Renò, Roberto
2
Swanson, Norman R.
2
Varneskov, Rasmus Tangsgaard
2
Wang, Bin
2
Wang, Yazhen
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Zhou, Hao
2
Ahsan, Nazmul
1
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Journal of econometrics
International journal of theoretical and applied finance
135
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
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
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
21
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
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ECONIS (ZBW)
104
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1
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B.
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
Saved in:
3
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
Todorov, Viktor
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10003833752
Saved in:
4
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
5
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
6
Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Comte, Fabienne
;
Lacour, C.
;
Rozenholc, Y.
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-73
Persistent link: https://www.econbiz.de/10003931786
Saved in:
7
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
8
Threshold bipower variation and the impact of jumps on volatility forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
Saved in:
9
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
10
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10003858519
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