//--> //--> //-->
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 econometrics"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Fernández-Villaverde, Jesús"
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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
6
Volatilität
6
Business cycle
3
Konjunktur
3
USA
3
United States
3
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Estimation
2
Estimation theory
2
Schätztheorie
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
1984-2007
1
1998-2008
1
Argentina
1
Argentinien
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
Brasilien
1
Brazil
1
Bruttoinlandsprodukt
1
Consumption
1
Decision under uncertainty
1
Dynamic equilibrium models
1
Economic growth
1
Ecuador
1
Emerging economies
1
Entscheidung unter Unsicherheit
1
Finanzpolitik
1
Fiscal policy
1
Forecast
1
Geldpolitik
1
Gross domestic product
1
Impact assessment
1
Konsum
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Book / Working Paper
5
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
6
Author
All
Fernández-Villaverde, Jesús
Bollerslev, Tim
28
Andersen, Torben
27
Aït-Sahalia, Yacine
19
Todorov, Viktor
19
Aizenman, Joshua
16
Tauchen, George Eugene
16
Diebold, Francis X.
14
Bekaert, Geert
12
McAleer, Michael
9
Engle, Robert F.
8
Ghysels, Eric
8
Meddahi, Nour
8
Mykland, Per A.
8
Schwert, George William
8
Xiu, Dacheng
8
Dunis, Christian
7
Edwards, Sebastian
7
Li, Jia
7
Patton, Andrew J.
7
Bansal, Ravi
6
Caballero, Ricardo J.
6
Calvet, Laurent E.
6
Campbell, John Y.
6
Cavaliere, Giuseppe
6
Davis, Steven J.
6
Gallant, A. Ronald
6
Itō, Takatoshi
6
Kim, Donggyu
6
Li, Yingying
6
Rose, Andrew
6
Rubio-Ramírez, Juan Francisco
6
Shephard, Neil G.
6
Ang, Andrew
5
Asai, Manabu
5
Bloom, Nicholas
5
Engel, Charles
5
Fisher, Adlai
5
Giglio, Stefano
5
Gouriéroux, Christian
5
more ...
less ...
Published in...
All
Journal of econometrics
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Centre for Economic Policy Research
5
NBER Working Paper
5
Working papers / Penn Institute for Economic Research
5
NBER working paper series
4
The American economic review
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
CAMA working paper series
2
CFM discussion paper series
2
Discussion papers / CEPR
2
Documentos de trabajo / Fundación de Estudios de Economía Aplicada
2
FRB of Philadelphia Working Paper
2
PIER Working Paper
2
CESifo working papers
1
Department of Economics discussion paper series / University of Oxford
1
Econometrics
1
FEDS Working Paper
1
FRB Atlanta Working Paper
1
Finance and economics discussion series
1
Review of economic dynamics
1
Working papers / Federal Reserve Bank of Atlanta
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
Saved in:
2
Risk matters : the real effects of volatility shocks
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2009
Persistent link: https://www.econbiz.de/10003831424
Saved in:
3
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
Saved in:
4
Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009298496
Saved in:
5
Fortune or virtue : time-variant volatilities versus parameter drifting in U. S. data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10003966448
Saved in:
6
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->