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~accessRights:"free"
~isPartOf:"Discussion paper"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Working papers"
~language:"eng"
~language:"por"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
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Volatilität
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ECONIS (ZBW)
180
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1
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
2
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
3
Estimation of nonlinear DSGE models through Laplace based solutions
Baiaman, Elnura
;
Leon-Gonzalez, Roberto
-
2024
Persistent link: https://www.econbiz.de/10015049072
Saved in:
4
The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634883
Saved in:
5
Managing the oil market under misinformation : a reasonable quest?
Almutairi, Hossa
;
Pierru, Axel
;
Smith, James L.
-
2024
Persistent link: https://www.econbiz.de/10014563071
Saved in:
6
A note on the determinants of NFTs returns
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
-
2024
Persistent link: https://www.econbiz.de/10014529017
Saved in:
7
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
8
European trade & growth imbalances : a analysis using a sign-restriction BayesianGVAR with stochastic volatility
McAdam, Peter
;
Muratidēs, Kōstas
;
Panagiōtidēs, …
-
2023
Persistent link: https://www.econbiz.de/10014313012
Saved in:
9
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014305848
Saved in:
10
Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian
;
Schoelkopf, Julius Theodor
; …
-
2023
Persistent link: https://www.econbiz.de/10014430971
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