//--> //--> //-->
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:"Journal of empirical finance"
~person:"Ceyhan, Pinar"
~person:"Santucci de Magistris, Paolo"
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
Parallelization experience wit...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Capital income
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
On-line Kalman filter
1
Predictive likelihood
1
Prognoseverfahren
1
Schätzung
1
Simulation-based inference
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Time-varying parameters
1
Volatility
1
Volatility factors
1
Volatilität
1
Zeitreihenanalyse
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ceyhan, Pinar
Santucci de Magistris, Paolo
Grassi, Stefano
1
Published in...
All
Journal of empirical finance
CREATES research paper
5
Tinbergen Institute Discussion Paper
4
Discussion paper / Tinbergen Institute
3
Discussion papers / University of Kent, School of Economics
3
School of Economics Discussion Papers
3
Tinbergen Institute Discussion Papers
3
Computational Statistics & Data Analysis
1
Journal of Empirical Finance
1
Journal of applied econometrics
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Koç University-TUSIAD Economic Research Forum Working Papers
1
Tinbergen Institute 13-090/III
1
Tinbergen Institute Discussion Paper 13-011/III
1
Tinbergen Institute Discussion Paper 14-085/III
1
Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
It's all about volatility of volatility : evidence from a two-factor stochastic volatility model
Grassi, Stefano
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
30
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011489216
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->