//--> //--> //-->
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
subject:"Volatility"
~person:"Trojan, Sebastian"
~type:"book"
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:"Markov chain"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
3
Markov chain
3
Markov chain Monte Carlo
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
State space model
3
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Volatilität
3
Zeitreihenanalyse
3
Zustandsraummodell
3
particle filter
3
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
block sampler
2
non-Gaussian and nonlinear state space model
2
regime switching
2
Capital income
1
Cholesky decomposition
1
Correlation
1
Generalized Hyperbolic skew Student-t distribution
1
Kapitaleinkommen
1
Korrelation
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate stochastic volatility
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic volatility
1
adaptive Metropolis
1
cross leverage
1
dynamic correlation
1
event time
1
generalized gamma distribution
1
more ...
less ...
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Trojan, Sebastian
Lux, Thomas
10
Chiarella, Carl
9
Lütkepohl, Helmut
9
Forbes, Catherine Scipione
7
Martin, Gael M.
7
Maneesoonthorn, Worapree
5
Velinov, Anton
5
Billio, Monica
4
Kang, Boda
4
León-González, Roberto
4
Liu, Ruipeng
4
Netšunajev, Aleksei
4
Omori, Yasuhiro
4
Otranto, Edoardo
4
Rodriguez, Gabriel
4
Asai, Manabu
3
Bauwens, Luc
3
Björk, Tomas
3
Bohl, Martin T.
3
Calvet, Laurent E.
3
Caporale, Guglielmo Maria
3
Chan, Joshua
3
Chourdakis, Kyriakos M.
3
Cui, Zhenyu
3
Doucet, Arnaud
3
Dufays, Arnaud
3
Essid, Badye
3
Fisher, Adlai J.
3
Frömmel, Michael
3
Gallo, Giampiero M.
3
Gupta, Rangan
3
Kirkby, Justin
3
McAleer, Michael
3
Nguyen, Duy
3
Schlag, Christian
3
Siklos, Pierre L.
3
Strachan, Rodney W.
3
Székely, István P.
3
Zekokh, Timur
3
more ...
less ...
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
2
Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437486
Saved in:
3
Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously
Trojan, Sebastian
-
2013
Persistent link: https://www.econbiz.de/10010243571
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->