//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
How to implement market models...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
2,815
Monte-Carlo-Simulation
2,786
Software
1,764
Theorie
1,556
Theory
1,556
Stochastic process
900
Stochastischer Prozess
900
Volatility
867
Volatilität
867
Option pricing theory
716
Optionspreistheorie
716
Simulation
528
Estimation theory
527
Schätztheorie
527
Estimation
482
Schätzung
479
Markov chain
476
Markov-Kette
476
Bayesian inference
434
Bayes-Statistik
432
Stochastic volatility
421
Software industry
414
Softwareindustrie
413
Software development
402
Softwareentwicklung
402
Time series analysis
322
Zeitreihenanalyse
322
United States
295
USA
294
Forecasting model
279
Prognoseverfahren
279
stochastic volatility
254
Portfolio selection
216
Portfolio-Management
216
Open Source
166
Open source
166
Project management
166
Projektmanagement
166
Monte Carlo
165
Derivat
162
more ...
less ...
Online availability
All
Undetermined
1,952
Free
461
Type of publication
All
Article
5,219
Book / Working Paper
21
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
5,240
Working Paper
2,464
Graue Literatur
2,365
Non-commercial literature
2,365
Arbeitspapier
2,142
Aufsatz im Buch
796
Book section
796
Hochschulschrift
468
Thesis
405
Bibliografie enthalten
116
Bibliography included
116
Collection of articles of several authors
105
Sammelwerk
105
Article
93
Case study
83
Fallstudie
83
Amtsdruckschrift
82
Government document
82
Lehrbuch
80
Textbook
72
Konferenzschrift
57
Aufsatzsammlung
43
Conference paper
43
Konferenzbeitrag
43
Forschungsbericht
35
Collection of articles written by one author
32
Dissertation u.a. Prüfungsschriften
32
Sammlung
32
Conference proceedings
28
Handbook
23
Handbuch
23
Ratgeber
23
Guidebook
22
Systematic review
16
Übersichtsarbeit
16
Einführung
14
Glossar enthalten
14
Glossary included
14
Research Report
14
more ...
less ...
Language
All
English
4,894
German
282
French
34
Spanish
12
Italian
6
Portuguese
5
Hungarian
2
Romanian
2
Czech
1
Croatian
1
Dutch
1
Polish
1
Russian
1
Slovak
1
more ...
less ...
Author
All
Tsionas, Efthymios G.
32
Li, Yong
16
Joshi, Mark S.
15
Koopman, Siem Jan
13
Escobar, Marcos
12
Chib, Siddhartha
11
Cui, Zhenyu
11
McAleer, Michael
11
Mumtaz, Haroon
10
Todorov, Viktor
10
Wang, Xiaoqun
10
Asai, Manabu
9
Clark, Todd E.
9
Koop, Gary
9
Reed, W. Robert
9
Stentoft, Lars
9
Tauchen, George Eugene
9
Zhu, Dan
9
Dijk, Herman K. van
8
Dufour, Jean-Marie
8
Fingleton, Bernard
8
Fu, Michael
8
Gerlach, Richard
8
Huber, Florian
8
Lesage, James P.
8
Shevchenko, Pavel V.
8
Takahashi, Akihiko
8
Yu, Jun
8
August, Terrence
7
Chan, Joshua
7
Chen, Cathy W. S.
7
Cross, Jamie
7
Dey, Debabrata
7
Frühwirth-Schnatter, Sylvia
7
Gandal, Neil
7
Gupta, Rangan
7
Kapetanios, George
7
Kilian, Lutz
7
Kumbhakar, Subal
7
Poon, Aubrey
7
more ...
less ...
Institution
All
Europäische Gemeinschaften / Rat
1
Europäische Kommission
1
Europäischer Rat
1
OECD / Statistics Directorate
1
State Bank of India / Economic Research Department
1
Published in...
All
Journal of econometrics
158
Computational economics
86
Economics letters
83
International journal of theoretical and applied finance
81
European journal of operational research : EJOR
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
The journal of computational finance
70
Quantitative finance
69
Applied economics
61
Econometric reviews
60
Journal of economic dynamics & control
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Journal of applied econometrics
58
Economic modelling
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International journal of forecasting
45
Risks : open access journal
43
Journal of risk and financial management : JRFM
41
Energy economics
39
Applied economics letters
37
Finance and stochastics
37
Insurance / Mathematics & economics
37
International journal of business information systems : IJBIS
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied mathematical finance
33
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
33
The econometrics journal
33
International journal of production research
32
Journal of banking & finance
32
Information systems research : ISR
31
HMD : Praxis der Wirtschaftsinformatik
29
Journal of forecasting
29
Finance research letters
28
The journal of futures markets
28
Econometrics : open access journal
27
Journal of management information systems : JMIS
26
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Research policy : policy, management and economic studies of science, technology and innovation
25
The North American journal of economics and finance : a journal of financial economics studies
25
Oxford bulletin of economics and statistics
23
more ...
less ...
Source
All
ECONIS (ZBW)
5,240
Showing
1
-
10
of
5,240
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
2
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Fileccia, Gaetano
;
Sgarra, Carlo
- In:
International journal of computational economics and …
5
(
2015
)
4
,
pp. 451-479
Persistent link: https://www.econbiz.de/10011440890
Saved in:
5
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
6
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
7
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
8
Exact simulation of the Wishart multidimensional stochastic volatility model
Kang, Chulmin
;
Kang, Wanmo
;
Lee, Jong Mun
- In:
Operations research
65
(
2017
)
5
,
pp. 1190-1206
Persistent link: https://www.econbiz.de/10011757326
Saved in:
9
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
10
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->