//--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Estimation"
~subject:"Wachstumstheorie"
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:"Stochastic volatility model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Wachstumstheorie
Stochastic volatility
4
Stochastische Volatilität
4
Theorie
4
Theory
4
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
1950-2013
1
Algorithm
1
Algorithmus
1
Bayes-Statistik
1
Bayesian inference
1
CAPM
1
Consumption based asset pricing model
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Economic forecast
1
Economic growth
1
Estimation theory
1
Exchange rate
1
Exchange rate risk
1
Growth theory
1
Inflation
1
Interest rate parity
1
Macroeconomic uncertainty
1
Markov chain
1
Markov-Kette
1
Nichtlineare Regression
1
Nonlinear regression
1
Risikoprämie
1
Risk premium
1
Risk premium in currency market
1
Schätztheorie
1
Smooth transition
1
State space model
1
Stochastic process
1
Stochastic volatility model
1
Stochastischer Prozess
1
Time
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Den Haan, Wouter J.
1
Gargano, Antonio
1
Kobielarz, Michal L.
1
Lee, Eunhee
1
Rendahl, Pontus
1
Timmermann, Allan
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
International review of economics & finance : IREF
Economic modelling
2
Journal of econometrics
2
Asia-Pacific journal of financial studies
1
Boston College working papers in economics
1
CESifo Working Paper
1
CESifo working papers
1
CFM discussion paper series
1
Department of Economics working paper
1
Discussion paper / Tinbergen Institute
1
Energy economics
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of emerging market finance
1
Journal of risk and financial management : JRFM
1
OPEC energy review
1
Oxford bulletin of economics and statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
2
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
3
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
-
2015
Persistent link: https://www.econbiz.de/10011442792
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->