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ASYMPTOTIC ANALYSIS FOR FOREIG...
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Subject
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Estimation
Stochastic volatility
1,000
Volatilität
994
stochastic volatility
959
Volatility
958
Stochastischer Prozess
873
Stochastic process
850
Optionspreistheorie
433
Option pricing theory
429
Theorie
396
Theory
366
Schätzung
357
Zeitreihenanalyse
213
Bayesian inference
209
Stochastic Volatility
205
Time series analysis
203
Bayes-Statistik
199
Prognoseverfahren
170
Forecasting model
163
VAR-Modell
160
VAR model
153
Monte Carlo simulation
144
Stochastische Volatilität
144
Monte-Carlo-Simulation
126
Derivat
124
Derivative
123
ARCH-Modell
116
Kapitaleinkommen
112
Börsenkurs
111
Capital income
110
Markov chain
109
ARCH model
108
Markov-Kette
106
Share price
106
Risiko
101
Risk
101
Konjunktur
100
Schätztheorie
100
Business cycle
99
Estimation theory
97
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Online availability
All
Undetermined
171
Free
131
Type of publication
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Article
231
Book / Working Paper
119
Type of publication (narrower categories)
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Article in journal
223
Aufsatz in Zeitschrift
223
Graue Literatur
112
Non-commercial literature
112
Working Paper
103
Arbeitspapier
102
Hochschulschrift
4
Aufsatz im Buch
2
Book section
2
Collection of articles written by one author
2
Sammlung
2
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
346
Undetermined
4
Author
All
Mumtaz, Haroon
17
Rodriguez, Gabriel
12
Tauchen, George Eugene
10
Chan, Joshua
9
Todorov, Viktor
9
Cross, Jamie
7
Theodoridis, Konstantinos
7
Österholm, Pär
7
Clark, Todd E.
6
Huber, Florian
6
Karlsson, Sune
6
Li, Jia
6
Nason, James Michael
6
Bos, Charles S.
5
Hou, Chenghan
5
Ravazzolo, Francesco
5
Zhang, Bo
5
Berger, Tino
4
Ftiti, Zied
4
Jawadi, Fredj
4
Koop, Gary
4
Li, Mengheng
4
Omori, Yasuhiro
4
Poon, Aubrey
4
Timmermann, Allan
4
Bao Hoang Nguyen
3
Barnett, William A.
3
Beyer, Robert
3
Carriero, Andrea
3
Chiu, Ching Wai Jeremy
3
Gao, Shen
3
Gruber, Peter H.
3
Guo, Na
3
Gupta, Rangan
3
Kiss, Tamás
3
Koopman, Siem Jan
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Mertens, Elmar
3
Nguyen, Hoang
3
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Institution
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Society for Computational Economics - SCE
1
Published in...
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Journal of econometrics
15
Working paper
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
CAMA working paper series
10
Discussion paper / Tinbergen Institute
9
Economic modelling
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Documento de trabajo
7
Finance research letters
7
International journal of forecasting
7
Econometric reviews
6
Journal of economic dynamics & control
6
Applied economics
5
Econometrics : open access journal
5
Economics letters
5
Energy economics
5
Journal of banking & finance
5
Journal of risk and financial management : JRFM
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of empirical finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied mathematical finance
3
Computational economics
3
Discussion papers / CEPR
3
Journal of applied econometrics
3
Journal of financial economics
3
Journal of international money and finance
3
Journal of money, credit and banking : JMCB
3
Macroeconomic dynamics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative economics : QE ; journal of the Econometric Society
3
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
Working papers
3
Annals of Finance
2
CIRJE discussion papers / F series
2
CREATES research paper
2
Department of Economics working paper
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Economics working paper series
2
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Source
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ECONIS (ZBW)
344
RePEc
5
EconStor
1
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1
A multivariate stochastic volatility model with applications in the foreign exchange market
Escobar, Marcos
;
Gschnaidtner, Christoph
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012055729
Saved in:
2
The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
3
Carbon price analysis using empirical mode decomposition
Zhu, Bangzhu
;
Wang, Ping
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
Computational economics
45
(
2015
)
2
,
pp. 195-206
Persistent link: https://www.econbiz.de/10011325724
Saved in:
4
Crude oil market autocorrelation : evidence from multiscale quantile regression analysis
Sun, Jie
;
Zhao, Xiaojun
;
Xu, Chao
- In:
Energy economics
98
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012822032
Saved in:
5
Dynamic spillover effect between oil prices and economic policy uncertainty in bric countries : a wavelet-based approach
Chen, Xiuwen
;
Sun, Xiaolei
;
Wang, Jun
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
12
,
pp. 2703-2717
Persistent link: https://www.econbiz.de/10012211021
Saved in:
6
A multiscale analysis for carbon price drivers
Zhu, Bangzhu
;
Ye, Shunxin
;
Han, Dong
;
Wang, Ping
;
He, …
- In:
Energy economics
78
(
2019
),
pp. 202-216
Persistent link: https://www.econbiz.de/10012159929
Saved in:
7
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian
;
Tso, Kwok Fai Geoffrey
;
Zou, Yingchao
;
Liu, Jia
- In:
Energy economics
76
(
2018
),
pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Saved in:
8
Dynamic spillover effect and hedging between the gold price and key financial assets : new evidence from Vietnam
Ngo Thai Hung
- In:
Macroeconomics and finance in emerging market economies
16
(
2023
)
2
,
pp. 326-356
Persistent link: https://www.econbiz.de/10014319838
Saved in:
9
Does investor sentiment differently affect stocks in different sectors? : evidence from China
Niu, Hongli
;
Lu, Yao
;
Wang, Weiqing
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 3224-3244
Persistent link: https://www.econbiz.de/10014452289
Saved in:
10
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru
;
Quaye, Enoch
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
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