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Impact of requirements volatility and flexible management on GSD project success : a study based on the dimensions of requirements volatility
Shameem, Mohammad; Chandra, Bibhas; Kumar, Chiranjeev; … - In: International journal of agile systems and management : … 12 (2019) 3, pp. 199-227
Persistent link: https://www.econbiz.de/10012144818
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The impact of macroeconomic variables on exchange rate volatility in Ghana : the Partial Least Squares Structural Equation Modelling approach
Adusei, Michael; Gyapong, Eddie Yaw - In: Research in international business and finance 42 (2017), pp. 1428-1444
Persistent link: https://www.econbiz.de/10011761067
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Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference
Hautsch, Nikolaus; Ou, Yangguoyi - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008
In this paper, we review the most common specifications of discrete-time stochasticvolatility (SV) models and illustrate the major principles of corresponding MarkovChain Monte Carlo (MCMC) based statistical inference. We provide a hands-on approachwhich is easily implemented in empirical...
Persistent link: https://www.econbiz.de/10005862429
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Sovereign debt dynamics in a stochastic environment
Sulstarova, Astrit - 2008
Persistent link: https://www.econbiz.de/10003718825
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim (contributor); Dijk, Dick van (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754160
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin; King, Maxwell L. - In: Journal of empirical finance 15 (2008) 3, pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
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A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
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Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...
Persistent link: https://www.econbiz.de/10003770817
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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
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Essays on Bayesian econometrics
Radchenko, Stanislav - 2002
Persistent link: https://www.econbiz.de/10003780474