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~subject:"Stochastischer Prozess"
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Measuring Volatility Dynamics
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Stochastischer Prozess
Theorie
626,270
Theory
611,367
USA
45,678
United States
44,455
Volatility
40,965
Volatilität
40,697
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36,663
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Wirtschaftswachstum
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Time series analysis
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Economic growth
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Kapitaleinkommen
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Capital income
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Spieltheorie
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Game theory
12,006
Schätztheorie
11,758
Stochastic process
11,734
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McAleer, Michael
77
Phillips, Peter C. B.
60
Koopman, Siem Jan
58
Chiarella, Carl
44
Platen, Eckhard
42
Sethi, Suresh
42
Asai, Manabu
40
Barndorff-Nielsen, Ole E.
40
Escudero, Laureano F.
39
Chan, Joshua
37
Cui, Zhenyu
36
Todorov, Viktor
34
Yu, Jun
34
Shephard, Neil G.
33
Post, Thierry
32
Kohlmann, Michael
30
Clark, Todd E.
29
Escobar, Marcos
29
Benth, Fred Espen
28
Gendreau, Michel
27
Linton, Oliver
26
Takahashi, Akihiko
26
Mumtaz, Haroon
25
Bos, Charles S.
24
Tauchen, George Eugene
24
Carriero, Andrea
23
Fabozzi, Frank J.
23
Gao, Jiti
23
Marcellino, Massimiliano
23
Zhang, Qing
23
Elliott, Robert J.
22
Fouque, Jean-Pierre
22
Grasselli, Martino
22
Siu, Tak Kuen
22
Wong, Hoi Ying
22
Küchler, Uwe
21
Nguyen, Duy
21
Andersen, Torben
20
Branger, Nicole
20
Inderfurth, Karl
20
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
National Bureau of Economic Research
47
Centre for Analytical Finance <Århus>
13
Springer Fachmedien Wiesbaden
7
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Chambre de commerce et d'industrie de Paris
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Nuffield College
3
Springer-Verlag GmbH
3
University of Exeter / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Canterbury / Dept. of Economics and Finance
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University of Essex / Department of Economics
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Universität Mannheim
2
Universität Ulm
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Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
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European journal of operational research : EJOR
496
International journal of theoretical and applied finance
219
Journal of econometrics
179
Insurance / Mathematics & economics
177
Finance and stochastics
152
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
128
Quantitative finance
126
Operations research
121
Operations research letters
109
Journal of economic dynamics & control
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
99
Discussion paper / Tinbergen Institute
94
Mathematics of operations research
88
Risks : open access journal
85
Applied mathematical finance
79
International journal of production economics
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Computational economics
77
Econometric reviews
74
Economics letters
66
The journal of computational finance
65
INFORMS journal on computing : JOC
64
Finance research letters
60
Computational Management Science : CMS
59
Journal of mathematical finance
57
Journal of economic theory
56
Economic modelling
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Energy economics
54
Annals of finance
53
Mathematical methods of operations research
53
Transportation research / E : an international journal
52
International journal of financial engineering
51
Working paper
51
Discussion papers of interdisciplinary research project 373
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Journal of banking & finance
48
Management science : journal of the Institute for Operations Research and the Management Sciences
48
CREATES research paper
46
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ECONIS (ZBW)
11,771
EconStor
238
USB Cologne (EcoSocSci)
7
OLC EcoSci
1
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1
Inflation uncertainty revisited : a proposal for robust
measurement
Grimme, Christian
;
Henzel, Steffen
;
Wieland, Elisabeth
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1497-1523
Persistent link: https://www.econbiz.de/10010462019
Saved in:
2
What should the value of lambda be in the exponentially weighted moving average
volatility
model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
3
Naira-Dollar exchange rate
volatility
modeling using Quadratic Moving Average Conditional Heteroscedasticity (QMACH)
Olarewaju, Odunayo Magret
;
Olasehinde, Timilehin John
- In:
EuroEconomica
36
(
2017
)
2
,
pp. 106-116
Persistent link: https://www.econbiz.de/10011798639
Saved in:
4
Bayesian stochastic
volatility
predictability of cryptocurrencies with the algorithm of Metropolis Hasting
Hachicha, Fatma
;
Ghabri, Yosra
;
Guesmi, Khaled
; …
- In:
Revue Gestion 2000 : management & prospective
39
(
2022
)
6
,
pp. 163-186
Persistent link: https://www.econbiz.de/10014306107
Saved in:
5
Approximating
volatility
diffusions with CEV-ARCH models
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 931-966
Persistent link: https://www.econbiz.de/10003327657
Saved in:
6
Continuous time approximations to GARCH and stochastic
volatility
models
Lindner, Alexander M.
- In:
Handbook of financial time series
,
(pp. 481-496)
.
2009
Persistent link: https://www.econbiz.de/10003834175
Saved in:
7
Stock returns and
volatility
: pricing the short-run and long-run components of market risk
Adrian, Tobias
;
Rosenberg, Joshua V.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2997-3030
Persistent link: https://www.econbiz.de/10003823154
Saved in:
8
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
9
Modellierung von Volatilitäten für Hedgefonds-Strategien
Füss, Roland
;
Rehkugler, Heinz
-
2006
Persistent link: https://www.econbiz.de/10003376858
Saved in:
10
Modeling asset prices
Gentle, James E.
;
Härdle, Wolfgang
-
2010
time diffusion models ; models with jumps ; stochastic
volatility
; GARCH …
Persistent link: https://www.econbiz.de/10003973644
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